+53.7%
NVS vs BIDU
-34.9%
+88.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -15.7% | -5.2% | -10.5% | -15.4% |
| 30D | -11.1% | -14.5% | +3.4% | -10.5% |
| 3M | -7.2% | -22.9% | +15.7% | -6.3% |
| 6M | -12.3% | -27.8% | +15.5% | -11.4% |
| YTD | +2.8% | -30.7% | +33.4% | +3.9% |
| 1Y | +11.9% | -15.8% | +27.8% | +11.9% |
| All | +53.7% | -34.9% | +88.6% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling