+36.0%
NVS vs BWA
+17.4%
+18.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.9% |
| 7D | +5.7% | -9.9% | +15.6% | +6.8% |
| 30D | +17.1% | -16.4% | +33.4% | +19.3% |
| 3M | +7.6% | -19.8% | +27.5% | +10.2% |
| 6M | +14.1% | -10.0% | +24.0% | +13.5% |
| YTD | +23.3% | +12.7% | +10.6% | +14.1% |
| 1Y | +36.0% | +15.7% | +20.3% | +24.7% |
| All | +36.0% | +17.4% | +18.6% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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