+53.3%
NVS vs RNG
+119.8%
-66.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -14.3% | -6.1% | -8.2% | -14.3% |
| 30D | -10.0% | +9.6% | -19.6% | -9.8% |
| 3M | -10.9% | +83.3% | -94.2% | -10.3% |
| 6M | -12.0% | +77.9% | -89.9% | -11.5% |
| YTD | +2.5% | +139.9% | -137.4% | +2.7% |
| 1Y | +10.7% | +121.7% | -111.0% | +10.8% |
| 3Y | +53.3% | +121.9% | -68.6% | +54.1% |
| All | +53.3% | +119.8% | -66.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling