+115.7%
NVS vs RACE
+93.6%
+22.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | +4.0% | -2.5% | +6.5% | +4.4% |
| 30D | +3.6% | +0.8% | +2.8% | +3.4% |
| 3M | +7.8% | +17.2% | -9.3% | +4.7% |
| 6M | -0.2% | +13.6% | -13.8% | -2.8% |
| YTD | +19.6% | +12.2% | +7.4% | +16.5% |
| 1Y | +28.4% | -16.3% | +44.6% | +30.7% |
| 3Y | +76.2% | +36.4% | +39.8% | +62.9% |
| All | +115.7% | +93.6% | +22.1% | +78.4% |
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