+174.9%
NVS vs RGEN
+415.7%
-240.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -14.3% | -1.4% | -12.8% | -14.1% |
| 30D | -10.0% | -0.3% | -9.6% | -10.0% |
| 3M | -10.9% | +23.9% | -34.8% | -13.3% |
| 6M | -12.0% | +38.5% | -50.5% | -15.6% |
| YTD | +2.5% | +0.8% | +1.7% | +1.5% |
| 1Y | +10.7% | +38.2% | -27.5% | +5.8% |
| 3Y | +53.3% | +1.3% | +52.0% | +47.3% |
| 5Y | +93.6% | -44.0% | +137.6% | +95.2% |
| All | +174.9% | +415.7% | -240.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling