+1,035.9%
NVS vs RCAT
-100.0%
+1,135.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -1.3% | -5.9% | +4.7% | -1.3% |
| 30D | +9.3% | -19.7% | +28.9% | +9.3% |
| 3M | +5.8% | -62.9% | +68.6% | +5.9% |
| 6M | +7.2% | -59.6% | +66.8% | +7.2% |
| YTD | +20.0% | -52.1% | +72.0% | +20.0% |
| 1Y | +25.4% | -50.9% | +76.3% | +25.4% |
| 3Y | +89.2% | +333.8% | -244.6% | +88.7% |
| 5Y | +134.6% | +40.7% | +93.9% | +134.0% |
| 10Y | +251.4% | -99.8% | +351.1% | +248.9% |
| All | +1,035.9% | -100.0% | +1,135.9% | +1,121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling