+211.0%
RSP vs NVS
+260.1%
-49.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | -1.3% | +3.6% | +2.9% |
| 30D | +4.3% | +9.3% | -5.0% | +0.4% |
| 3M | -0.3% | +5.8% | -6.1% | -3.7% |
| 6M | +9.8% | +7.2% | +2.6% | +5.1% |
| YTD | +16.8% | +20.0% | -3.1% | +5.7% |
| 1Y | +19.5% | +25.4% | -5.9% | +5.7% |
| 3Y | +65.1% | +89.2% | -24.1% | +16.7% |
| 5Y | +48.7% | +134.6% | -85.9% | -8.8% |
| All | +211.0% | +260.1% | -49.1% | +67.4% |
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