+174.9%
NVS vs BWA
+156.8%
+18.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -14.3% | -1.3% | -13.0% | -14.1% |
| 30D | -10.0% | -2.9% | -7.0% | -9.6% |
| 3M | -10.9% | -10.7% | -0.2% | -9.6% |
| 6M | -12.0% | +26.5% | -38.4% | -15.3% |
| YTD | +2.5% | +49.1% | -46.6% | -4.1% |
| 1Y | +10.7% | +52.1% | -41.4% | +3.1% |
| 3Y | +53.3% | +72.6% | -19.3% | +38.6% |
| 5Y | +93.6% | +89.4% | +4.2% | +69.5% |
| All | +174.9% | +156.8% | +18.1% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling