+605.1%
RVMD vs NVS
+82.1%
+523.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -14.3% | +11.3% | +3.8% |
| 30D | -0.7% | -10.0% | +9.2% | +3.3% |
| 3M | +36.5% | -10.9% | +47.4% | +42.7% |
| 6M | +104.6% | -12.0% | +116.6% | +114.9% |
| YTD | +155.8% | +2.5% | +153.3% | +148.0% |
| 1Y | +340.7% | +10.7% | +330.0% | +309.0% |
| 3Y | +519.9% | +53.3% | +466.6% | +371.5% |
| 5Y | +584.9% | +93.6% | +491.3% | +338.0% |
| All | +605.1% | +82.1% | +523.0% | +345.8% |
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