+10.7%
NVS vs RRC
+20.5%
-9.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -14.3% | -2.0% | -12.2% | -14.3% |
| 30D | -10.0% | +2.4% | -12.4% | -9.9% |
| 3M | -10.9% | +8.6% | -19.5% | -10.8% |
| 6M | -12.0% | -1.4% | -10.5% | -12.3% |
| YTD | +2.5% | +17.3% | -14.8% | +1.4% |
| 1Y | +10.7% | +18.1% | -7.5% | +8.5% |
| All | +10.7% | +20.5% | -9.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling