+312.1%
ROST vs NVS
+179.5%
+132.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +0.2% | -14.3% | +14.5% | +6.2% |
| 30D | -6.9% | -10.0% | +3.1% | -3.5% |
| 3M | -3.3% | -10.9% | +7.6% | +0.3% |
| 6M | +9.0% | -12.0% | +21.0% | +13.6% |
| YTD | +28.9% | +2.5% | +26.3% | +25.0% |
| 1Y | +54.0% | +10.7% | +43.3% | +43.8% |
| 3Y | +100.7% | +53.3% | +47.4% | +56.4% |
| 5Y | +116.0% | +93.6% | +22.4% | +45.9% |
| All | +312.1% | +179.5% | +132.6% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling