+227.1%
RCL vs NVS
+89.9%
+137.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | -15.4% | +13.2% | +3.5% |
| 30D | -15.7% | -12.3% | -3.3% | -12.1% |
| 3M | -8.0% | -7.8% | -0.2% | -6.2% |
| 6M | -10.1% | -13.0% | +2.8% | -6.3% |
| YTD | -5.9% | +2.8% | -8.6% | -7.6% |
| 1Y | -23.5% | +10.6% | -34.1% | -26.9% |
| 3Y | +174.4% | +55.1% | +119.3% | +122.8% |
| 5Y | +227.1% | +91.7% | +135.5% | +118.0% |
| All | +227.1% | +89.9% | +137.2% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling