+584.5%
RIO vs NVS
+179.5%
+405.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.2% | -14.3% | +11.1% | +3.5% |
| 30D | +0.9% | -10.0% | +10.9% | +5.0% |
| 3M | -1.4% | -10.9% | +9.5% | +2.7% |
| 6M | +10.9% | -12.0% | +22.9% | +16.3% |
| YTD | +31.2% | +2.5% | +28.7% | +26.9% |
| 1Y | +67.9% | +10.7% | +57.2% | +55.5% |
| 3Y | +88.8% | +53.3% | +35.5% | +43.3% |
| 5Y | +93.1% | +93.6% | -0.5% | +24.3% |
| All | +584.5% | +179.5% | +405.0% | +311.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling