+440.0%
NVS vs BR
+1,282.8%
-842.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -15.7% | -6.0% | -9.7% | -14.2% |
| 30D | -11.1% | -0.9% | -10.2% | -10.8% |
| 3M | -7.2% | +16.4% | -23.6% | -11.2% |
| 6M | -12.3% | -8.2% | -4.1% | -10.8% |
| YTD | +2.8% | -23.2% | +26.0% | +9.4% |
| 1Y | +11.9% | -30.9% | +42.9% | +22.7% |
| 3Y | +55.1% | -5.0% | +60.1% | +53.9% |
| 5Y | +94.1% | +8.8% | +85.3% | +82.4% |
| 10Y | +181.2% | +190.1% | -8.9% | +95.0% |
| All | +440.0% | +1,282.8% | -842.9% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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