+1,076.7%
NVS vs RJF
+7,657.8%
-6,581.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -15.4% | -0.3% | -15.1% | -15.3% |
| 30D | -12.3% | -2.0% | -10.3% | -12.0% |
| 3M | -7.8% | +16.3% | -24.1% | -10.2% |
| 6M | -13.0% | +16.9% | -29.9% | -15.4% |
| YTD | +2.8% | +10.4% | -7.7% | +0.7% |
| 1Y | +10.6% | +7.4% | +3.2% | +8.8% |
| 3Y | +55.1% | +72.2% | -17.2% | +38.9% |
| 5Y | +91.7% | +105.1% | -13.4% | +64.6% |
| 10Y | +181.2% | +430.9% | -249.7% | +99.0% |
| All | +1,076.7% | +7,657.8% | -6,581.1% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling