+1,078.6%
NVS vs BWA
+2,049.5%
-970.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.9% | -12.0% | -13.6% |
| 7D | -14.6% | +4.3% | -18.9% | -15.2% |
| 30D | -11.9% | -2.9% | -9.0% | -11.5% |
| 3M | -6.0% | -12.4% | +6.5% | -4.1% |
| 6M | -11.4% | +28.6% | -39.9% | -15.4% |
| YTD | +2.9% | +48.2% | -45.3% | -4.5% |
| 1Y | +10.2% | +50.9% | -40.7% | +1.9% |
| 3Y | +55.3% | +72.2% | -16.8% | +38.4% |
| 5Y | +89.6% | +91.1% | -1.4% | +63.1% |
| 10Y | +176.1% | +144.0% | +32.0% | +117.3% |
| All | +1,078.6% | +2,049.5% | -970.9% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling