-13.0%
NVS vs VIG
+9.7%
-22.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.5% |
| 7D | -15.4% | -1.2% | -14.2% | -13.9% |
| 30D | -12.3% | -2.8% | -9.5% | -9.2% |
| 3M | -7.8% | +2.5% | -10.3% | -10.0% |
| 6M | -13.0% | +8.1% | -21.1% | -19.9% |
| All | -13.0% | +9.7% | -22.7% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling