+10.7%
NVS vs TROW
+4.9%
+5.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -14.3% | -3.2% | -11.1% | -13.8% |
| 30D | -10.0% | -4.6% | -5.3% | -9.2% |
| 3M | -10.9% | -0.7% | -10.2% | -10.7% |
| 6M | -12.0% | +22.2% | -34.2% | -14.1% |
| YTD | +2.5% | +6.6% | -4.1% | +0.9% |
| 1Y | +10.7% | +5.8% | +4.8% | +9.0% |
| All | +10.7% | +4.9% | +5.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling