-15.4%
ROP vs NVS
+92.5%
-107.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.0% | -15.7% | +7.7% | -4.0% |
| 30D | -2.7% | -11.1% | +8.3% | -0.1% |
| 3M | +16.6% | -7.2% | +23.8% | +18.3% |
| 6M | +10.4% | -12.3% | +22.7% | +13.6% |
| YTD | -12.1% | +2.8% | -14.8% | -14.3% |
| 1Y | -23.6% | +11.9% | -35.6% | -27.7% |
| 3Y | -19.3% | +55.1% | -74.4% | -32.6% |
| 5Y | -15.4% | +94.1% | -109.4% | -37.1% |
| All | -15.4% | +92.5% | -107.8% | -37.1% |
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