+10.7%
NVS vs BRO
-27.7%
+38.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -14.3% | -7.3% | -6.9% | -13.1% |
| 30D | -10.0% | -6.9% | -3.1% | -8.8% |
| 3M | -10.9% | +10.7% | -21.6% | -11.1% |
| 6M | -12.0% | -2.7% | -9.3% | -11.3% |
| YTD | +2.5% | -16.3% | +18.8% | +5.2% |
| 1Y | +10.7% | -29.1% | +39.8% | +17.2% |
| All | +10.7% | -27.7% | +38.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling