+181.2%
NVS vs RACE
+783.2%
-601.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -15.4% | -2.6% | -12.7% | -14.8% |
| 30D | -12.3% | -1.1% | -11.2% | -12.1% |
| 3M | -7.8% | +12.5% | -20.3% | -10.5% |
| 6M | -13.0% | +17.4% | -30.4% | -16.5% |
| YTD | +2.8% | +10.1% | -7.4% | -0.3% |
| 1Y | +10.6% | -15.1% | +25.8% | +13.4% |
| 3Y | +55.1% | +38.9% | +16.1% | +38.0% |
| 5Y | +91.7% | +90.7% | +1.0% | +53.5% |
| 10Y | +181.2% | +801.8% | -620.6% | +54.9% |
| All | +181.2% | +783.2% | -601.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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