+30.8%
RIO vs NVS
+37.6%
-6.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.8% |
| 7D | -1.6% | +5.7% | -7.3% | -2.9% |
| 30D | -11.6% | +17.1% | -28.7% | -15.0% |
| 3M | -12.7% | +7.6% | -20.4% | -15.0% |
| 6M | -12.4% | +14.1% | -26.5% | -17.9% |
| YTD | +11.0% | +23.3% | -12.3% | +1.3% |
| 1Y | +30.8% | +36.0% | -5.1% | +15.1% |
| All | +30.8% | +37.6% | -6.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling