+19,919.9%
ROST vs NVS
+1,078.6%
+18,841.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.9% | +13.5% | +4.8% |
| 7D | +0.2% | -14.6% | +14.8% | +5.8% |
| 30D | -10.0% | -11.9% | +1.9% | -6.2% |
| 3M | +1.2% | -6.0% | +7.2% | +2.6% |
| 6M | +8.9% | -11.4% | +20.3% | +12.9% |
| YTD | +28.1% | +2.9% | +25.1% | +25.1% |
| 1Y | +53.0% | +10.2% | +42.7% | +45.2% |
| 3Y | +97.9% | +55.3% | +42.5% | +61.9% |
| 5Y | +112.0% | +89.6% | +22.4% | +59.4% |
| 10Y | +303.0% | +176.1% | +126.9% | +162.2% |
| All | +19,919.9% | +1,078.6% | +18,841.3% | +7,305.2% |
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