+10.7%
NVS vs BBWI
-31.4%
+42.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.7% | -0.7% |
| 7D | -14.3% | -4.8% | -9.5% | -13.9% |
| 30D | -10.0% | +3.5% | -13.4% | -10.3% |
| 3M | -10.9% | -0.3% | -10.6% | -11.2% |
| 6M | -12.0% | -5.4% | -6.6% | -12.2% |
| YTD | +2.5% | -4.7% | +7.2% | +2.0% |
| 1Y | +10.7% | -30.5% | +41.2% | +12.9% |
| All | +10.7% | -31.4% | +42.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling