+2,930.5%
RCL vs NVS
+1,269.4%
+1,661.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | -5.1% | +4.0% | -9.1% | -7.5% |
| 30D | -19.0% | +3.6% | -22.6% | -20.9% |
| 3M | -9.6% | +7.8% | -17.4% | -14.0% |
| 6M | -6.7% | -0.2% | -6.5% | -6.9% |
| YTD | -3.9% | +19.6% | -23.5% | -14.0% |
| 1Y | -25.1% | +28.4% | -53.5% | -35.8% |
| 3Y | +179.1% | +76.2% | +102.9% | +91.6% |
| 5Y | +243.3% | +111.1% | +132.2% | +108.1% |
| 10Y | +325.8% | +224.3% | +101.5% | +99.7% |
| All | +2,930.5% | +1,269.4% | +1,661.1% | +663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling