+1,076.7%
NVS vs RRX
+1,381.6%
-304.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -15.7% | -3.7% | -12.0% | -15.2% |
| 30D | -11.1% | -9.3% | -1.8% | -9.8% |
| 3M | -7.2% | -21.8% | +14.6% | -4.3% |
| 6M | -12.3% | -22.0% | +9.7% | -10.1% |
| YTD | +2.8% | +11.9% | -9.2% | -1.1% |
| 1Y | +11.9% | +11.6% | +0.3% | +7.4% |
| 3Y | +55.1% | +2.2% | +52.9% | +46.2% |
| 5Y | +94.1% | +14.9% | +79.2% | +75.3% |
| 10Y | +181.2% | +214.2% | -33.0% | +104.0% |
| All | +1,076.7% | +1,381.6% | -304.8% | +524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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