+174.9%
NVS vs VIG
+250.0%
-75.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -14.3% | -1.1% | -13.2% | -13.6% |
| 30D | -10.0% | -2.7% | -7.2% | -8.3% |
| 3M | -10.9% | +2.5% | -13.4% | -12.2% |
| 6M | -12.0% | +9.2% | -21.2% | -16.6% |
| YTD | +2.5% | +9.8% | -7.3% | -3.2% |
| 1Y | +10.7% | +12.4% | -1.7% | +3.1% |
| 3Y | +53.3% | +55.9% | -2.6% | +15.7% |
| 5Y | +93.6% | +63.9% | +29.7% | +39.9% |
| All | +174.9% | +250.0% | -75.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling