+58.6%
NVS vs VLTO
+25.1%
+33.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -15.4% | -2.6% | -12.8% | -15.0% |
| 30D | -12.3% | -2.5% | -9.9% | -11.9% |
| 3M | -7.8% | +10.1% | -17.9% | -9.4% |
| 6M | -13.0% | +1.0% | -14.0% | -13.2% |
| YTD | +2.8% | -4.8% | +7.5% | +3.6% |
| 1Y | +10.6% | -9.3% | +20.0% | +12.5% |
| All | +58.6% | +25.1% | +33.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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