+197.9%
NVS vs RACE
+658.1%
-460.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +13.6% | +6.6% | +7.0% | +11.9% |
| 3M | +4.1% | +2.2% | +1.9% | +3.5% |
| 6M | +11.8% | +22.4% | -10.6% | +6.3% |
| YTD | +22.0% | +13.8% | +8.2% | +17.5% |
| 1Y | +32.3% | +2.2% | +30.0% | +30.4% |
| 3Y | +93.6% | +25.6% | +68.0% | +77.5% |
| 5Y | +136.7% | +71.0% | +65.7% | +97.0% |
| 10Y | +254.6% | +739.1% | -484.5% | +97.3% |
| All | +197.9% | +658.1% | -460.2% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling