+94.1%
NVS vs BLDR
+7.7%
+86.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | -15.7% | -8.1% | -7.6% | -15.1% |
| 30D | -11.1% | -21.5% | +10.4% | -9.3% |
| 3M | -7.2% | -21.0% | +13.8% | -5.6% |
| 6M | -12.3% | -37.1% | +24.7% | -9.4% |
| YTD | +2.8% | -42.7% | +45.4% | +6.7% |
| 1Y | +11.9% | -58.0% | +69.9% | +18.9% |
| 3Y | +55.1% | -57.8% | +112.9% | +61.9% |
| 5Y | +94.1% | +10.3% | +83.8% | +78.2% |
| All | +94.1% | +7.7% | +86.3% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling