+174.9%
NVS vs BTG
+159.3%
+15.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -14.3% | -3.8% | -10.5% | -14.0% |
| 30D | -10.0% | +3.6% | -13.6% | -10.2% |
| 3M | -10.9% | +32.0% | -42.9% | -12.8% |
| 6M | -12.0% | +3.4% | -15.3% | -12.7% |
| YTD | +2.5% | +20.8% | -18.3% | +0.3% |
| 1Y | +10.7% | +22.4% | -11.7% | +7.9% |
| 3Y | +53.3% | +91.7% | -38.4% | +43.3% |
| 5Y | +93.6% | +79.0% | +14.6% | +80.6% |
| All | +174.9% | +159.3% | +15.6% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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