+56.2%
RIG vs NVS
+92.9%
-36.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | -14.3% | +11.2% | +1.9% |
| 30D | -0.5% | -10.0% | +9.4% | +2.5% |
| 3M | -6.0% | -10.9% | +4.9% | -2.9% |
| 6M | -10.1% | -12.0% | +1.8% | -7.0% |
| YTD | +37.3% | +2.5% | +34.8% | +33.6% |
| 1Y | +73.9% | +10.7% | +63.2% | +63.7% |
| 3Y | -30.2% | +53.3% | -83.5% | -44.8% |
| All | +56.2% | +92.9% | -36.7% | +5.2% |
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