+53.3%
NVS vs BG
+18.0%
+35.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -14.3% | +3.1% | -17.4% | -14.5% |
| 30D | -10.0% | +10.2% | -20.2% | -10.7% |
| 3M | -10.9% | -1.7% | -9.2% | -10.8% |
| 6M | -12.0% | +1.0% | -12.9% | -12.3% |
| YTD | +2.5% | +39.9% | -37.4% | -1.4% |
| 1Y | +10.7% | +53.2% | -42.5% | +5.4% |
| 3Y | +53.3% | +16.3% | +37.0% | +49.7% |
| All | +53.3% | +18.0% | +35.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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