-15.0%
ROP vs NVS
+92.9%
-107.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.6% | -14.3% | +9.7% | -0.9% |
| 30D | -1.7% | -10.0% | +8.3% | +0.6% |
| 3M | +17.1% | -10.9% | +28.0% | +20.1% |
| 6M | +10.9% | -12.0% | +22.8% | +14.0% |
| YTD | -12.1% | +2.5% | -14.6% | -14.2% |
| 1Y | -24.2% | +10.7% | -34.9% | -28.1% |
| 3Y | -20.4% | +53.3% | -73.7% | -33.2% |
| All | -15.0% | +92.9% | -107.9% | -36.9% |
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 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