+1,979.2%
RSG vs NVS
+746.1%
+1,233.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.8% | -15.7% | +13.9% | +3.4% |
| 30D | +2.8% | -11.1% | +13.9% | +6.2% |
| 3M | +4.3% | -7.2% | +11.5% | +6.1% |
| 6M | -0.5% | -12.3% | +11.8% | +3.0% |
| YTD | +5.2% | +2.8% | +2.5% | +3.1% |
| 1Y | -2.1% | +11.9% | -14.1% | -7.1% |
| 3Y | +56.5% | +55.1% | +1.4% | +31.7% |
| 5Y | +89.5% | +94.1% | -4.6% | +46.4% |
| 10Y | +424.8% | +181.2% | +243.6% | +256.6% |
| All | +1,979.2% | +746.1% | +1,233.1% | +878.6% |
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