+1,291.3%
NVS vs RY
+6,801.5%
-5,510.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +13.4% | +5.9% | +7.6% | +11.5% |
| 3M | +5.4% | -4.3% | +9.7% | +6.8% |
| 6M | +9.6% | +12.1% | -2.6% | +5.5% |
| YTD | +21.5% | +20.3% | +1.2% | +14.3% |
| 1Y | +32.3% | +41.0% | -8.7% | +18.4% |
| 3Y | +92.9% | +157.5% | -64.6% | +42.0% |
| 5Y | +134.3% | +123.2% | +11.1% | +79.0% |
| 10Y | +272.3% | +365.7% | -93.4% | +123.5% |
| All | +1,291.3% | +6,801.5% | -5,510.2% | +282.1% |
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