+444.6%
NVS vs VIG
+614.0%
-169.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | -15.4% | -1.2% | -14.2% | -14.7% |
| 30D | -12.3% | -2.8% | -9.5% | -10.6% |
| 3M | -7.8% | +2.5% | -10.3% | -9.1% |
| 6M | -13.0% | +8.1% | -21.1% | -17.1% |
| YTD | +2.8% | +9.6% | -6.8% | -3.0% |
| 1Y | +10.6% | +14.2% | -3.5% | +1.7% |
| 3Y | +55.1% | +56.1% | -1.0% | +15.7% |
| 5Y | +91.7% | +62.8% | +28.8% | +37.6% |
| 10Y | +181.2% | +248.2% | -67.0% | +19.8% |
| All | +444.6% | +614.0% | -169.4% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling