-10.4%
RKT vs NVS
+37.6%
-48.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.6% | +5.1% | +7.2% |
| 7D | +29.7% | +5.7% | +24.0% | +27.0% |
| 30D | +28.5% | +17.1% | +11.4% | +21.2% |
| 3M | +6.4% | +7.6% | -1.3% | +2.5% |
| 6M | +7.1% | +14.1% | -6.9% | -2.1% |
| YTD | -22.5% | +23.3% | -45.8% | -28.6% |
| 1Y | -10.4% | +36.0% | -46.4% | -23.9% |
| All | -10.4% | +37.6% | -48.1% | -23.9% |
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