+137.6%
NVS vs RACE
+67.1%
+70.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.3% | +3.9% | -2.6% | +0.7% |
| 30D | +13.9% | +7.4% | +6.4% | +12.4% |
| 3M | +4.7% | +1.6% | +3.1% | +4.3% |
| 6M | +12.1% | +23.3% | -11.2% | +7.7% |
| YTD | +22.3% | +14.7% | +7.7% | +18.6% |
| 1Y | +33.5% | +2.5% | +31.0% | +31.9% |
| 3Y | +94.7% | +28.0% | +66.8% | +81.8% |
| 5Y | +137.6% | +69.8% | +67.7% | +95.6% |
| All | +137.6% | +67.1% | +70.5% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling