+1,115.0%
RSP vs NVS
+727.4%
+387.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.9% | +12.9% | +5.8% |
| 7D | -0.4% | -14.6% | +14.2% | +6.9% |
| 30D | -1.5% | -11.9% | +10.4% | +3.8% |
| 3M | +4.8% | -6.0% | +10.8% | +6.5% |
| 6M | +10.3% | -11.4% | +21.7% | +15.2% |
| YTD | +14.1% | +2.9% | +11.1% | +10.1% |
| 1Y | +17.0% | +10.2% | +6.8% | +8.7% |
| 3Y | +54.2% | +55.3% | -1.1% | +17.4% |
| 5Y | +51.5% | +89.6% | -38.1% | +2.0% |
| 10Y | +204.4% | +176.1% | +28.4% | +64.6% |
| All | +1,115.0% | +727.4% | +387.7% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling