+94.0%
NVS vs VCLT
-17.2%
+111.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -14.3% | -1.4% | -12.9% | -13.9% |
| 30D | -10.0% | -1.2% | -8.8% | -9.6% |
| 3M | -10.9% | -4.8% | -6.1% | -9.5% |
| 6M | -12.0% | -2.6% | -9.4% | -11.2% |
| YTD | +2.5% | -3.3% | +5.9% | +3.7% |
| 1Y | +10.7% | -4.8% | +15.5% | +12.4% |
| 3Y | +53.3% | +11.5% | +41.8% | +49.7% |
| All | +94.0% | -17.2% | +111.2% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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