+461.1%
NVS vs BTG
+371.8%
+89.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -15.7% | -5.5% | -10.2% | -15.5% |
| 30D | -11.1% | +6.1% | -17.2% | -11.3% |
| 3M | -7.2% | +38.6% | -45.8% | -8.5% |
| 6M | -12.3% | +0.7% | -13.0% | -12.7% |
| YTD | +2.8% | +20.3% | -17.6% | +1.5% |
| 1Y | +11.9% | +25.0% | -13.1% | +10.2% |
| 3Y | +55.1% | +97.3% | -42.2% | +49.2% |
| 5Y | +94.1% | +78.3% | +15.7% | +86.7% |
| 10Y | +181.2% | +151.6% | +29.6% | +165.2% |
| All | +461.1% | +371.8% | +89.3% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling