+1,269.4%
NVS vs RY
+7,079.8%
-5,810.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +4.0% | +3.1% | +0.9% | +3.0% |
| 30D | +3.6% | -0.3% | +3.9% | +3.6% |
| 3M | +7.8% | +8.7% | -0.9% | +4.8% |
| 6M | -0.2% | +28.5% | -28.7% | -7.9% |
| YTD | +19.6% | +25.1% | -5.5% | +11.1% |
| 1Y | +28.4% | +46.3% | -17.9% | +13.5% |
| 3Y | +76.2% | +154.9% | -78.7% | +30.0% |
| 5Y | +111.1% | +140.3% | -29.2% | +57.5% |
| 10Y | +224.3% | +377.0% | -152.8% | +93.1% |
| All | +1,269.4% | +7,079.8% | -5,810.5% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling