+50.6%
ROK vs NVS
+54.6%
-4.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.6% | -15.7% | +14.1% | +2.2% |
| 30D | -5.4% | -11.1% | +5.6% | -3.3% |
| 3M | -4.0% | -7.2% | +3.2% | -3.4% |
| 6M | +13.3% | -12.3% | +25.7% | +16.0% |
| YTD | +9.3% | +2.8% | +6.6% | +6.4% |
| 1Y | +25.8% | +11.9% | +13.9% | +19.0% |
| All | +50.6% | +54.6% | -4.0% | +30.3% |
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