+181.2%
NVS vs RY
+372.5%
-191.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | -15.4% | -0.5% | -14.9% | -15.2% |
| 30D | -12.3% | -1.9% | -10.4% | -11.7% |
| 3M | -7.8% | +5.1% | -12.9% | -9.8% |
| 6M | -13.0% | +28.2% | -41.1% | -21.4% |
| YTD | +2.8% | +22.9% | -20.1% | -5.7% |
| 1Y | +10.6% | +45.5% | -34.8% | -5.2% |
| 3Y | +55.1% | +156.7% | -101.6% | +4.6% |
| 5Y | +91.7% | +137.7% | -46.0% | +31.8% |
| 10Y | +181.2% | +375.5% | -194.3% | +45.7% |
| All | +181.2% | +372.5% | -191.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling