+333.1%
RCL vs NVS
+179.5%
+153.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | -1.9% | -14.3% | +12.4% | +5.7% |
| 30D | -15.5% | -10.0% | -5.6% | -11.7% |
| 3M | -9.7% | -10.9% | +1.2% | -5.4% |
| 6M | -8.7% | -12.0% | +3.2% | -3.5% |
| YTD | -5.8% | +2.5% | -8.3% | -8.6% |
| 1Y | -24.5% | +10.7% | -35.1% | -29.9% |
| 3Y | +173.9% | +53.3% | +120.6% | +102.3% |
| 5Y | +228.0% | +93.6% | +134.4% | +100.8% |
| All | +333.1% | +179.5% | +153.5% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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