+94.0%
NVS vs BRO
+17.6%
+76.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -14.3% | -7.3% | -6.9% | -12.7% |
| 30D | -10.0% | -6.9% | -3.1% | -8.5% |
| 3M | -10.9% | +10.7% | -21.6% | -12.7% |
| 6M | -12.0% | -2.7% | -9.3% | -11.6% |
| YTD | +2.5% | -16.3% | +18.8% | +6.1% |
| 1Y | +10.7% | -29.1% | +39.8% | +18.9% |
| 3Y | +53.3% | -7.8% | +61.1% | +54.6% |
| All | +94.0% | +17.6% | +76.4% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling