+162.9%
RTX vs NVS
+89.9%
+73.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | -15.4% | +13.8% | +3.2% |
| 30D | -11.6% | -12.3% | +0.8% | -8.5% |
| 3M | +9.2% | -7.8% | +17.0% | +11.0% |
| 6M | -4.4% | -13.0% | +8.6% | -1.1% |
| YTD | +8.9% | +2.8% | +6.1% | +6.9% |
| 1Y | +32.1% | +10.6% | +21.5% | +26.6% |
| 3Y | +151.2% | +55.1% | +96.2% | +112.8% |
| 5Y | +162.9% | +91.7% | +71.2% | +102.0% |
| All | +162.9% | +89.9% | +73.0% | +102.0% |
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 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