+216.9%
NVS vs RNG
+305.9%
-89.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -15.4% | -4.1% | -11.3% | -15.1% |
| 30D | -12.3% | +8.6% | -21.0% | -12.7% |
| 3M | -7.8% | +78.0% | -85.8% | -11.1% |
| 6M | -13.0% | +67.0% | -80.0% | -16.2% |
| YTD | +2.8% | +142.4% | -139.7% | -4.0% |
| 1Y | +10.6% | +120.4% | -109.8% | +3.9% |
| 3Y | +55.1% | +122.1% | -67.1% | +42.9% |
| 5Y | +91.7% | -69.8% | +161.5% | +103.6% |
| 10Y | +181.2% | +223.4% | -42.2% | +120.5% |
| All | +216.9% | +305.9% | -89.0% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling