+1,076.7%
NVS vs TROW
+2,407.9%
-1,331.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -15.7% | -3.0% | -12.7% | -15.2% |
| 30D | -11.1% | -5.5% | -5.6% | -10.2% |
| 3M | -7.2% | +2.3% | -9.4% | -7.7% |
| 6M | -12.3% | +23.9% | -36.3% | -15.8% |
| YTD | +2.8% | +7.9% | -5.1% | +1.0% |
| 1Y | +11.9% | +6.1% | +5.8% | +10.2% |
| 3Y | +55.1% | +13.8% | +41.2% | +48.9% |
| 5Y | +94.1% | -38.2% | +132.3% | +104.3% |
| 10Y | +181.2% | +131.3% | +50.0% | +127.7% |
| All | +1,076.7% | +2,407.9% | -1,331.2% | +522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling