+31,203.5%
NVO vs VTRS
+553.2%
+30,650.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -7.6% | -2.2% | -5.4% | -7.3% |
| 30D | -6.0% | +3.3% | -9.3% | -6.4% |
| 3M | -0.8% | +2.0% | -2.8% | -1.1% |
| 6M | +16.5% | +19.9% | -3.5% | +13.5% |
| YTD | -11.1% | +35.7% | -46.9% | -14.9% |
| 1Y | -16.7% | +68.1% | -84.8% | -22.5% |
| 3Y | -52.9% | +87.1% | -140.0% | -57.1% |
| 5Y | -3.0% | +47.6% | -50.6% | -10.3% |
| 10Y | +147.1% | -48.2% | +195.2% | +148.6% |
| All | +31,203.5% | +553.2% | +30,650.4% | +23,536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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