+1,273.7%
NVS vs RRC
+468.5%
+805.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -1.3% | +6.4% | -7.6% | -1.6% |
| 30D | +9.3% | +23.9% | -14.6% | +7.8% |
| 3M | +5.8% | +30.2% | -24.4% | +4.0% |
| 6M | +7.2% | +26.3% | -19.1% | +5.5% |
| YTD | +20.0% | +48.1% | -28.1% | +16.8% |
| 1Y | +25.4% | +37.7% | -12.3% | +22.5% |
| 3Y | +89.2% | +60.3% | +28.9% | +82.0% |
| 5Y | +134.6% | +135.3% | -0.7% | +117.0% |
| 10Y | +251.4% | +73.3% | +178.0% | +210.4% |
| All | +1,273.7% | +468.5% | +805.3% | +1,076.5% |
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 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