+96.0%
NVS vs BBIO
+136.7%
-40.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -14.3% | -3.2% | -11.1% | -14.2% |
| 30D | -10.0% | -13.6% | +3.6% | -9.4% |
| 3M | -10.9% | +7.2% | -18.1% | -11.2% |
| 6M | -12.0% | +1.5% | -13.4% | -12.1% |
| YTD | +2.5% | -5.3% | +7.8% | +2.5% |
| 1Y | +10.7% | +37.7% | -27.0% | +9.0% |
| 3Y | +53.3% | +153.9% | -100.6% | +46.3% |
| 5Y | +93.6% | +43.9% | +49.7% | +78.8% |
| All | +96.0% | +136.7% | -40.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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