-22.1%
ROP vs NVS
+27.7%
-49.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.4% |
| 7D | -4.4% | +4.0% | -8.5% | -4.6% |
| 30D | +3.2% | +3.6% | -0.4% | +3.0% |
| 3M | +23.1% | +7.8% | +15.2% | +22.6% |
| 6M | +13.3% | -0.2% | +13.5% | +13.7% |
| YTD | -7.9% | +19.6% | -27.4% | -11.7% |
| 1Y | -22.1% | +28.4% | -50.4% | -26.8% |
| All | -22.1% | +27.7% | -49.8% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling