+50.5%
RSP vs NVS
+89.9%
-39.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.8% | -15.4% | +13.6% | +2.6% |
| 30D | -2.5% | -12.3% | +9.8% | +0.7% |
| 3M | +3.0% | -7.8% | +10.8% | +4.5% |
| 6M | +8.9% | -13.0% | +21.9% | +12.4% |
| YTD | +13.0% | +2.8% | +10.2% | +10.2% |
| 1Y | +16.2% | +10.6% | +5.6% | +10.4% |
| 3Y | +52.7% | +55.1% | -2.4% | +26.8% |
| 5Y | +50.5% | +91.7% | -41.2% | +11.7% |
| All | +50.5% | +89.9% | -39.5% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling