+1,059.0%
RMBS vs NVS
+886.1%
+172.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | +3.5% | -15.4% | +18.8% | +11.1% |
| 30D | -8.6% | -12.3% | +3.7% | -4.0% |
| 3M | -40.3% | -7.8% | -32.5% | -39.3% |
| 6M | -1.0% | -13.0% | +12.0% | +3.2% |
| YTD | -4.6% | +2.8% | -7.4% | -8.8% |
| 1Y | +17.6% | +10.6% | +6.9% | +8.0% |
| 3Y | +58.6% | +55.1% | +3.6% | +18.6% |
| 5Y | +270.9% | +91.7% | +179.3% | +141.9% |
| 10Y | +569.1% | +181.2% | +387.9% | +250.3% |
| All | +1,059.0% | +886.1% | +172.9% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling