+3,414.7%
RTX vs NVS
+1,273.7%
+2,141.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | +4.8% | -1.3% | +6.0% | +5.3% |
| 30D | +6.5% | +9.3% | -2.8% | +2.4% |
| 3M | -9.6% | +5.8% | -15.4% | -12.7% |
| 6M | +12.3% | +7.2% | +5.2% | +7.8% |
| YTD | +9.5% | +20.0% | -10.5% | -0.3% |
| 1Y | +15.8% | +25.4% | -9.5% | +3.4% |
| 3Y | +157.0% | +89.2% | +67.8% | +88.2% |
| 5Y | +148.8% | +134.6% | +14.2% | +63.2% |
| 10Y | +264.0% | +251.4% | +12.7% | +99.8% |
| All | +3,414.7% | +1,273.7% | +2,141.0% | +1,030.4% |
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