+175.5%
NVS vs RL
+308.3%
-132.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -15.7% | -2.2% | -13.5% | -15.5% |
| 30D | -11.1% | -15.3% | +4.3% | -9.6% |
| 3M | -7.2% | -10.3% | +3.2% | -6.3% |
| 6M | -12.3% | -2.2% | -10.1% | -12.4% |
| YTD | +2.8% | -4.3% | +7.0% | +2.8% |
| 1Y | +11.9% | +8.9% | +3.1% | +10.6% |
| 3Y | +55.1% | +201.4% | -146.4% | +35.4% |
| 5Y | +94.1% | +230.6% | -136.5% | +64.9% |
| All | +175.5% | +308.3% | -132.8% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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