+549.9%
NVS vs BIDU
+1,302.3%
-752.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.0% | -7.0% | -13.4% |
| 7D | -14.6% | -2.4% | -12.2% | -14.4% |
| 30D | -11.9% | -15.6% | +3.7% | -10.7% |
| 3M | -6.0% | -22.3% | +16.3% | -4.2% |
| 6M | -11.4% | -22.3% | +10.9% | -10.0% |
| YTD | +2.9% | -29.2% | +32.1% | +5.2% |
| 1Y | +10.2% | -14.8% | +25.1% | +10.4% |
| 3Y | +55.3% | -31.8% | +87.1% | +56.5% |
| 5Y | +89.6% | -43.1% | +132.7% | +88.0% |
| 10Y | +176.1% | -50.6% | +226.7% | +167.0% |
| All | +549.9% | +1,302.3% | -752.3% | +392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling