-80.2%
RIG vs NVS
+1,074.0%
-1,154.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.1% | -14.3% | +11.2% | +3.2% |
| 30D | -0.5% | -10.0% | +9.4% | +3.4% |
| 3M | -6.0% | -10.9% | +4.9% | -1.9% |
| 6M | -10.1% | -12.0% | +1.8% | -6.3% |
| YTD | +37.3% | +2.5% | +34.8% | +33.6% |
| 1Y | +73.9% | +10.7% | +63.2% | +63.1% |
| 3Y | -30.2% | +53.3% | -83.5% | -44.6% |
| 5Y | +62.5% | +93.6% | -31.1% | +14.9% |
| 10Y | -42.3% | +180.6% | -222.9% | -65.0% |
| All | -80.2% | +1,074.0% | -1,154.2% | -91.7% |
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