+94.0%
NVS vs VIG
+63.0%
+31.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -14.3% | -1.1% | -13.2% | -13.7% |
| 30D | -10.0% | -2.7% | -7.2% | -8.5% |
| 3M | -10.9% | +2.5% | -13.4% | -12.0% |
| 6M | -12.0% | +9.2% | -21.2% | -15.9% |
| YTD | +2.5% | +9.8% | -7.3% | -2.4% |
| 1Y | +10.7% | +12.4% | -1.7% | +4.2% |
| 3Y | +53.3% | +55.9% | -2.6% | +21.7% |
| All | +94.0% | +63.0% | +31.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling