+94.1%
NVS vs BBWI
-69.5%
+163.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -15.7% | -8.0% | -7.7% | -15.3% |
| 30D | -11.1% | -6.6% | -4.5% | -10.8% |
| 3M | -7.2% | -2.7% | -4.5% | -7.2% |
| 6M | -12.3% | -12.8% | +0.4% | -12.1% |
| YTD | +2.8% | -10.5% | +13.2% | +2.8% |
| 1Y | +11.9% | -35.3% | +47.3% | +13.4% |
| 3Y | +55.1% | -47.7% | +102.8% | +56.6% |
| 5Y | +94.1% | -68.9% | +162.9% | +92.0% |
| All | +94.1% | -69.5% | +163.5% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling