+94.1%
NVS vs BB
-29.9%
+123.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -15.7% | -2.1% | -13.6% | -15.7% |
| 30D | -11.1% | -16.0% | +5.0% | -10.7% |
| 3M | -7.2% | -14.5% | +7.3% | -7.1% |
| 6M | -12.3% | +118.6% | -130.9% | -15.6% |
| YTD | +2.8% | +98.9% | -96.2% | -0.8% |
| 1Y | +11.9% | +99.5% | -87.5% | +7.8% |
| 3Y | +55.1% | +65.4% | -10.3% | +48.8% |
| 5Y | +94.1% | -27.6% | +121.7% | +92.2% |
| All | +94.1% | -29.9% | +123.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling