+423.2%
NVS vs VCLT
+100.6%
+322.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -15.7% | -1.3% | -14.4% | -15.5% |
| 30D | -11.1% | -1.1% | -10.0% | -10.9% |
| 3M | -7.2% | -3.7% | -3.5% | -6.6% |
| 6M | -12.3% | -4.0% | -8.3% | -11.7% |
| YTD | +2.8% | -3.4% | +6.1% | +3.4% |
| 1Y | +11.9% | -4.1% | +16.1% | +12.8% |
| 3Y | +55.1% | +11.0% | +44.1% | +53.1% |
| 5Y | +94.1% | -17.0% | +111.1% | +95.3% |
| 10Y | +181.2% | +16.7% | +164.5% | +186.4% |
| All | +423.2% | +100.6% | +322.7% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling