+90.3%
NVS vs BBAI
-70.8%
+161.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | 0.0% | -13.9% | -13.9% |
| 7D | -14.6% | -1.0% | -13.6% | -14.6% |
| 30D | -11.9% | -10.7% | -1.2% | -11.9% |
| 3M | -6.0% | -32.3% | +26.3% | -5.9% |
| 6M | -11.4% | -31.3% | +19.9% | -11.3% |
| YTD | +2.9% | -45.9% | +48.8% | +3.0% |
| 1Y | +10.2% | -40.0% | +50.3% | +10.3% |
| 3Y | +55.3% | +72.8% | -17.5% | +54.9% |
| 5Y | +89.6% | -70.4% | +160.0% | +90.4% |
| All | +90.3% | -70.8% | +161.1% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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