+577.0%
NVS vs BLDR
+389.5%
+187.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.9% | -9.1% | -13.6% |
| 7D | -14.6% | -0.3% | -14.3% | -14.5% |
| 30D | -11.9% | -16.2% | +4.3% | -10.8% |
| 3M | -6.0% | -14.4% | +8.5% | -5.1% |
| 6M | -11.4% | -32.8% | +21.4% | -9.1% |
| YTD | +2.9% | -39.2% | +42.1% | +6.1% |
| 1Y | +10.2% | -57.7% | +67.9% | +16.7% |
| 3Y | +55.3% | -55.3% | +110.6% | +61.3% |
| 5Y | +89.6% | +15.6% | +74.0% | +80.8% |
| 10Y | +176.1% | +359.8% | -183.8% | +129.6% |
| All | +577.0% | +389.5% | +187.5% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling