+1,035.5%
NVS vs RL
+1,536.1%
-500.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | +12.5% | +4.6% | +8.0% | +11.9% |
| 3M | +5.2% | -1.1% | +6.3% | +5.3% |
| 6M | +8.2% | +16.5% | -8.4% | +5.8% |
| YTD | +19.8% | +11.4% | +8.4% | +17.6% |
| 1Y | +24.8% | +16.1% | +8.7% | +21.8% |
| 3Y | +90.0% | +252.6% | -162.6% | +58.5% |
| 5Y | +134.3% | +244.9% | -110.6% | +92.7% |
| 10Y | +250.8% | +342.4% | -91.5% | +166.3% |
| All | +1,035.5% | +1,536.1% | -500.7% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling