+174.9%
NVS vs BRO
+294.2%
-119.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -14.3% | -7.3% | -6.9% | -12.2% |
| 30D | -10.0% | -6.9% | -3.1% | -7.9% |
| 3M | -10.9% | +10.7% | -21.6% | -13.6% |
| 6M | -12.0% | -2.7% | -9.3% | -11.7% |
| YTD | +2.5% | -16.3% | +18.8% | +7.2% |
| 1Y | +10.7% | -29.1% | +39.8% | +21.6% |
| 3Y | +53.3% | -7.8% | +61.1% | +52.8% |
| 5Y | +93.6% | +18.7% | +74.9% | +72.1% |
| All | +174.9% | +294.2% | -119.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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