+47.5%
ROK vs NVS
+92.9%
-45.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.2% | -14.3% | +13.0% | +3.4% |
| 30D | -4.8% | -10.0% | +5.1% | -2.3% |
| 3M | -6.1% | -10.9% | +4.8% | -3.6% |
| 6M | +15.5% | -12.0% | +27.4% | +19.0% |
| YTD | +11.2% | +2.5% | +8.7% | +7.7% |
| 1Y | +23.8% | +10.7% | +13.2% | +16.2% |
| 3Y | +53.1% | +53.3% | -0.2% | +23.9% |
| All | +47.5% | +92.9% | -45.4% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling