+53.7%
RMBS vs NVS
+54.2%
-0.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -14.3% | +16.0% | +0.8% |
| 30D | -13.9% | -10.0% | -3.9% | -14.4% |
| 3M | -39.8% | -10.9% | -28.9% | -40.1% |
| 6M | -6.0% | -12.0% | +6.0% | -6.5% |
| YTD | -5.4% | +2.5% | -7.9% | -6.1% |
| 1Y | -1.8% | +10.7% | -12.5% | -2.5% |
| 3Y | +53.7% | +53.3% | +0.4% | +55.4% |
| All | +53.7% | +54.2% | -0.6% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling