+5,569.9%
ROP vs NVS
+1,273.7%
+4,296.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | +28.8% | +9.3% | +19.5% | +24.3% |
| 3M | +21.1% | +5.8% | +15.3% | +17.5% |
| 6M | +52.5% | +7.2% | +45.4% | +46.8% |
| YTD | +8.9% | +20.0% | -11.1% | -0.5% |
| 1Y | +8.2% | +25.4% | -17.1% | -3.0% |
| 3Y | -5.2% | +89.2% | -94.4% | -29.2% |
| 5Y | +1.7% | +134.6% | -132.9% | -31.4% |
| 10Y | +185.4% | +251.4% | -66.0% | +63.8% |
| All | +5,569.9% | +1,273.7% | +4,296.1% | +2,089.2% |
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