+1,269.4%
NVS vs RRC
+359.5%
+909.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +4.0% | +1.3% | +2.7% | +3.9% |
| 30D | +3.6% | +10.1% | -6.5% | +3.0% |
| 3M | +7.8% | +4.0% | +3.8% | +7.5% |
| 6M | -0.2% | +1.6% | -1.8% | -0.4% |
| YTD | +19.6% | +19.7% | -0.1% | +18.1% |
| 1Y | +28.4% | +21.4% | +7.0% | +26.5% |
| 3Y | +76.2% | +29.7% | +46.5% | +71.7% |
| 5Y | +111.1% | +153.9% | -42.8% | +94.1% |
| 10Y | +224.3% | +10.8% | +213.4% | +194.9% |
| All | +1,269.4% | +359.5% | +909.8% | +1,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling