+66.3%
RSP vs NVS
+90.6%
-24.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.3% |
| 30D | +4.4% | +11.5% | -7.0% | +2.1% |
| 3M | +1.3% | +3.7% | -2.4% | +0.1% |
| 6M | +10.0% | +10.4% | -0.4% | +6.7% |
| YTD | +17.6% | +19.8% | -2.2% | +11.7% |
| 1Y | +19.2% | +26.6% | -7.4% | +11.5% |
| All | +66.3% | +90.6% | -24.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling