+838.4%
NVS vs BG
+1,169.9%
-331.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -14.3% | +3.1% | -17.4% | -14.7% |
| 30D | -10.0% | +10.2% | -20.2% | -11.3% |
| 3M | -10.9% | -1.7% | -9.2% | -10.9% |
| 6M | -12.0% | +1.0% | -12.9% | -12.5% |
| YTD | +2.5% | +39.9% | -37.4% | -3.0% |
| 1Y | +10.7% | +53.2% | -42.5% | +3.1% |
| 3Y | +53.3% | +16.3% | +37.0% | +47.3% |
| 5Y | +93.6% | +83.9% | +9.7% | +71.1% |
| 10Y | +180.6% | +165.1% | +15.4% | +125.2% |
| All | +838.4% | +1,169.9% | -331.5% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling