+94.0%
NVS vs RJF
+104.0%
-10.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -14.3% | -2.7% | -11.6% | -13.9% |
| 30D | -10.0% | -4.3% | -5.7% | -9.4% |
| 3M | -10.9% | +15.7% | -26.6% | -12.8% |
| 6M | -12.0% | +17.8% | -29.8% | -14.1% |
| YTD | +2.5% | +9.2% | -6.7% | +0.9% |
| 1Y | +10.7% | +2.8% | +7.9% | +9.7% |
| 3Y | +53.3% | +69.5% | -16.2% | +37.2% |
| All | +94.0% | +104.0% | -10.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling