+36.0%
NVS vs RCAT
-59.1%
+95.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.3% | +13.9% | +3.4% |
| 7D | +5.7% | -18.5% | +24.2% | +5.4% |
| 30D | +17.1% | -37.0% | +54.0% | +16.4% |
| 3M | +7.6% | -54.9% | +62.5% | +6.7% |
| 6M | +14.1% | -63.6% | +77.7% | +13.1% |
| YTD | +23.3% | -49.6% | +72.9% | +22.6% |
| 1Y | +36.0% | -57.8% | +93.8% | +35.7% |
| All | +36.0% | -59.1% | +95.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling