+174.9%
NVS vs BB
+1.6%
+173.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.3% |
| 7D | -14.3% | -0.4% | -13.9% | -14.3% |
| 30D | -10.0% | -12.5% | +2.6% | -9.4% |
| 3M | -10.9% | -17.4% | +6.5% | -10.4% |
| 6M | -12.0% | +119.1% | -131.1% | -16.6% |
| YTD | +2.5% | +102.4% | -99.9% | -2.5% |
| 1Y | +10.7% | +98.2% | -87.5% | +5.1% |
| 3Y | +53.3% | +46.9% | +6.4% | +45.6% |
| 5Y | +93.6% | -26.4% | +120.0% | +88.9% |
| All | +174.9% | +1.6% | +173.3% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling