+53.7%
NVS vs BB
+62.2%
-8.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -15.7% | -2.1% | -13.6% | -15.7% |
| 30D | -11.1% | -16.0% | +5.0% | -11.0% |
| 3M | -7.2% | -14.5% | +7.3% | -7.4% |
| 6M | -12.3% | +118.6% | -130.9% | -13.4% |
| YTD | +2.8% | +98.9% | -96.2% | +1.5% |
| 1Y | +11.9% | +99.5% | -87.5% | +10.4% |
| All | +53.7% | +62.2% | -8.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling