+1,273.7%
NVS vs RGEN
+14,029.7%
-12,755.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.3% | -3.3% | +2.0% | -1.1% |
| 30D | +9.3% | -5.8% | +15.1% | +9.5% |
| 3M | +5.8% | +0.2% | +5.6% | +5.7% |
| 6M | +7.2% | +56.8% | -49.6% | +5.1% |
| YTD | +20.0% | +2.4% | +17.6% | +19.4% |
| 1Y | +25.4% | +11.4% | +13.9% | +24.4% |
| 3Y | +89.2% | +15.2% | +74.0% | +86.1% |
| 5Y | +134.6% | -35.1% | +169.7% | +133.1% |
| 10Y | +251.4% | +419.6% | -168.3% | +224.3% |
| All | +1,273.7% | +14,029.7% | -12,755.9% | +1,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling