+8.2%
ROP vs NVS
+25.4%
-17.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +28.8% | +9.3% | +19.5% | +27.5% |
| 3M | +21.1% | +5.8% | +15.3% | +20.5% |
| 6M | +52.5% | +7.2% | +45.4% | +52.1% |
| YTD | +8.9% | +20.0% | -11.1% | +4.4% |
| 1Y | +8.2% | +25.4% | -17.1% | +2.9% |
| All | +8.2% | +25.4% | -17.2% | +2.9% |
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