+257.9%
NVS vs RL
+342.1%
-84.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | +12.5% | +4.6% | +8.0% | +12.0% |
| 3M | +5.2% | -1.1% | +6.3% | +5.3% |
| 6M | +8.2% | +16.5% | -8.4% | +6.3% |
| YTD | +19.8% | +11.4% | +8.4% | +18.0% |
| 1Y | +24.8% | +16.1% | +8.7% | +22.5% |
| 3Y | +90.0% | +252.6% | -162.6% | +63.4% |
| 5Y | +134.3% | +244.9% | -110.6% | +98.8% |
| All | +257.9% | +342.1% | -84.3% | +189.8% |
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