+50.4%
RSP vs NVS
+133.2%
-82.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.5% |
| 30D | +4.4% | +11.5% | -7.0% | +1.3% |
| 3M | +1.3% | +3.7% | -2.4% | -0.3% |
| 6M | +10.0% | +10.4% | -0.4% | +5.8% |
| YTD | +17.6% | +19.8% | -2.2% | +9.9% |
| 1Y | +19.2% | +26.6% | -7.4% | +9.3% |
| 3Y | +66.0% | +90.1% | -24.1% | +29.5% |
| 5Y | +50.4% | +133.4% | -82.9% | +4.9% |
| All | +50.4% | +133.2% | -82.7% | +4.9% |
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