+205.8%
RSP vs NVS
+179.5%
+26.3%
-39.0%
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% | +0.9% |
| 7D | -1.9% | -14.3% | +12.4% | +4.1% |
| 30D | -2.8% | -10.0% | +7.1% | +0.7% |
| 3M | +2.8% | -10.9% | +13.7% | +6.7% |
| 6M | +10.2% | -12.0% | +22.2% | +14.8% |
| YTD | +13.1% | +2.5% | +10.6% | +9.5% |
| 1Y | +14.8% | +10.7% | +4.1% | +6.9% |
| 3Y | +52.6% | +53.3% | -0.7% | +18.9% |
| 5Y | +51.6% | +93.6% | -42.0% | +2.0% |
| All | +205.8% | +179.5% | +26.3% | +84.6% |
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 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