+650.0%
NVS vs BB
+266.8%
+383.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.2% | -16.1% | -14.0% |
| 7D | -14.6% | +0.5% | -15.1% | -14.6% |
| 30D | -11.9% | -12.4% | +0.4% | -11.5% |
| 3M | -6.0% | -15.3% | +9.3% | -5.6% |
| 6M | -11.4% | +128.8% | -140.2% | -15.4% |
| YTD | +2.9% | +107.7% | -104.7% | -1.4% |
| 1Y | +10.2% | +103.9% | -93.6% | +5.5% |
| 3Y | +55.3% | +72.6% | -17.3% | +47.4% |
| 5Y | +89.6% | -24.3% | +113.9% | +84.8% |
| 10Y | +176.1% | +3.1% | +172.9% | +152.1% |
| All | +650.0% | +266.8% | +383.3% | +426.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling