-1.8%
RMBS vs NVS
+10.8%
-12.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -14.3% | +16.0% | 0.0% |
| 30D | -13.9% | -10.0% | -3.9% | -14.8% |
| 3M | -39.8% | -10.9% | -28.9% | -40.3% |
| 6M | -6.0% | -12.0% | +6.0% | -6.2% |
| YTD | -5.4% | +2.5% | -7.9% | -8.2% |
| 1Y | -1.8% | +10.7% | -12.5% | -3.2% |
| All | -1.8% | +10.8% | -12.7% | -3.2% |
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