+5,005.0%
ROK vs NVS
+1,076.7%
+3,928.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +0.2% | -15.4% | +15.5% | +7.8% |
| 30D | -1.8% | -12.3% | +10.5% | +3.5% |
| 3M | -7.2% | -7.8% | +0.6% | -4.9% |
| 6M | +14.2% | -13.0% | +27.1% | +20.2% |
| YTD | +10.6% | +2.8% | +7.8% | +6.9% |
| 1Y | +25.9% | +10.6% | +15.3% | +17.1% |
| 3Y | +50.8% | +55.1% | -4.3% | +16.6% |
| 5Y | +47.0% | +91.7% | -44.6% | +1.0% |
| 10Y | +354.9% | +181.2% | +173.7% | +156.4% |
| All | +5,005.0% | +1,076.7% | +3,928.3% | +1,492.4% |
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