+179.4%
RCL vs NVS
+55.0%
+124.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.9% | +13.7% | +3.4% |
| 7D | -0.5% | -14.6% | +14.2% | +3.4% |
| 30D | -17.3% | -11.9% | -5.4% | -14.9% |
| 3M | -2.8% | -6.0% | +3.2% | -2.0% |
| 6M | -4.4% | -11.4% | +7.0% | -2.2% |
| YTD | -4.2% | +2.9% | -7.1% | -4.6% |
| 1Y | -23.4% | +10.2% | -33.6% | -24.6% |
| 3Y | +179.4% | +55.3% | +124.1% | +154.5% |
| All | +179.4% | +55.0% | +124.4% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling