+558.9%
RMBS vs NVS
+179.5%
+379.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.8% | -14.3% | +16.0% | +6.4% |
| 30D | -13.9% | -10.0% | -3.9% | -11.8% |
| 3M | -39.8% | -10.9% | -28.9% | -38.5% |
| 6M | -6.0% | -12.0% | +6.0% | -3.7% |
| YTD | -5.4% | +2.5% | -7.9% | -8.9% |
| 1Y | -1.8% | +10.7% | -12.5% | -8.6% |
| 3Y | +53.7% | +53.3% | +0.4% | +20.2% |
| 5Y | +268.5% | +93.6% | +174.9% | +146.5% |
| All | +558.9% | +179.5% | +379.3% | +304.8% |
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