+94.0%
NVS vs BWA
+87.2%
+6.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.7% |
| 3M | -10.9% | -10.7% | -0.2% | -9.8% |
| 6M | -12.0% | +26.5% | -38.4% | -14.9% |
| YTD | +2.5% | +49.1% | -46.6% | -3.4% |
| 1Y | +10.7% | +52.1% | -41.4% | +4.0% |
| 3Y | +53.3% | +72.6% | -19.3% | +40.8% |
| All | +94.0% | +87.2% | +6.8% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling