+1,078.6%
NVS vs BEN
+805.5%
+273.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.7% | -13.9% |
| 7D | -14.6% | +4.7% | -19.3% | -15.4% |
| 30D | -11.9% | +2.6% | -14.5% | -12.4% |
| 3M | -6.0% | +11.5% | -17.4% | -8.2% |
| 6M | -11.4% | +35.3% | -46.7% | -17.1% |
| YTD | +2.9% | +48.6% | -45.7% | -5.7% |
| 1Y | +10.2% | +46.7% | -36.4% | +1.1% |
| 3Y | +55.3% | +57.0% | -1.7% | +37.7% |
| 5Y | +89.6% | +41.8% | +47.8% | +67.9% |
| 10Y | +176.1% | +55.2% | +120.8% | +127.8% |
| All | +1,078.6% | +805.5% | +273.1% | +524.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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