+420.8%
RSG vs NVS
+179.5%
+241.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | 0.0% | -14.3% | +14.3% | +5.2% |
| 30D | +4.0% | -10.0% | +13.9% | +7.2% |
| 3M | +7.4% | -10.9% | +18.3% | +11.0% |
| 6M | +0.1% | -12.0% | +12.1% | +3.8% |
| YTD | +6.0% | +2.5% | +3.5% | +3.2% |
| 1Y | -3.0% | +10.7% | -13.6% | -8.6% |
| 3Y | +56.5% | +53.3% | +3.2% | +27.0% |
| 5Y | +90.9% | +93.6% | -2.7% | +37.3% |
| All | +420.8% | +179.5% | +241.3% | +246.1% |
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 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