+24,774.3%
RMD vs NVS
+1,078.6%
+23,695.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.9% | +10.7% | +2.8% |
| 7D | -4.5% | -14.6% | +10.1% | +1.8% |
| 30D | +4.6% | -11.9% | +16.5% | +9.7% |
| 3M | +14.8% | -6.0% | +20.7% | +16.6% |
| 6M | -12.1% | -11.4% | -0.7% | -8.3% |
| YTD | -7.5% | +2.9% | -10.4% | -9.8% |
| 1Y | -20.1% | +10.2% | -30.3% | -24.5% |
| 3Y | +53.9% | +55.3% | -1.4% | +23.4% |
| 5Y | -22.2% | +89.6% | -111.8% | -43.3% |
| 10Y | +268.2% | +176.1% | +92.2% | +131.0% |
| All | +24,774.3% | +1,078.6% | +23,695.7% | +9,803.4% |
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 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