+47.5%
NVS vs BIYA
-99.9%
+147.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +9.0% | -10.3% | -1.3% |
| 30D | +9.3% | -12.9% | +22.2% | +9.3% |
| 3M | +5.8% | -54.7% | +60.5% | +5.9% |
| 6M | +7.2% | -85.1% | +92.2% | +7.3% |
| YTD | +20.0% | -96.9% | +116.8% | +20.4% |
| 1Y | +25.4% | -98.5% | +123.9% | +26.4% |
| All | +47.5% | -99.9% | +147.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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