+280.0%
RTX vs NVS
+180.2%
+99.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -15.7% | +13.7% | +5.3% |
| 30D | -11.2% | -11.1% | -0.1% | -7.2% |
| 3M | +12.0% | -7.2% | +19.2% | +14.5% |
| 6M | -3.6% | -12.3% | +8.8% | +1.2% |
| YTD | +9.2% | +2.8% | +6.4% | +6.0% |
| 1Y | +29.7% | +11.9% | +17.8% | +20.4% |
| 3Y | +152.0% | +55.1% | +96.9% | +93.8% |
| 5Y | +165.8% | +94.1% | +71.7% | +75.7% |
| All | +280.0% | +180.2% | +99.9% | +124.2% |
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