+174.9%
NVS vs BIDU
-48.7%
+223.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -14.3% | -8.1% | -6.2% | -13.7% |
| 30D | -10.0% | -12.8% | +2.9% | -9.2% |
| 3M | -10.9% | -21.3% | +10.4% | -9.6% |
| 6M | -12.0% | -27.0% | +15.0% | -10.4% |
| YTD | +2.5% | -30.0% | +32.6% | +4.4% |
| 1Y | +10.7% | -18.3% | +28.9% | +11.1% |
| 3Y | +53.3% | -33.8% | +87.1% | +54.6% |
| 5Y | +93.6% | -44.3% | +137.9% | +93.4% |
| All | +174.9% | -48.7% | +223.5% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling