+174.9%
NVS vs BLDR
+383.3%
-208.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -14.3% | -8.2% | -6.0% | -13.5% |
| 30D | -10.0% | -16.6% | +6.7% | -8.3% |
| 3M | -10.9% | -23.2% | +12.3% | -8.8% |
| 6M | -12.0% | -33.7% | +21.8% | -8.7% |
| YTD | +2.5% | -41.3% | +43.8% | +7.3% |
| 1Y | +10.7% | -58.8% | +69.5% | +19.8% |
| 3Y | +53.3% | -57.5% | +110.8% | +61.9% |
| 5Y | +93.6% | +12.9% | +80.7% | +78.4% |
| All | +174.9% | +383.3% | -208.5% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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