+53.7%
NVS vs BBWI
-47.8%
+101.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.2% |
| 7D | -15.4% | -4.4% | -11.0% | -15.1% |
| 30D | -12.3% | -7.4% | -4.9% | -12.0% |
| 3M | -7.8% | -2.2% | -5.6% | -7.9% |
| 6M | -13.0% | -16.3% | +3.3% | -12.6% |
| YTD | +2.8% | -9.1% | +11.9% | +2.8% |
| 1Y | +10.6% | -34.5% | +45.2% | +11.7% |
| All | +53.7% | -47.8% | +101.5% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling