+87.5%
NVS vs VLTO
+54.8%
+32.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +1.1% | +5.4% | -4.3% | +0.1% |
| 30D | +13.4% | +22.3% | -8.9% | +9.2% |
| 3M | +5.4% | +19.6% | -14.2% | +1.8% |
| 6M | +9.6% | +35.2% | -25.6% | +3.5% |
| YTD | +21.5% | +17.9% | +3.6% | +17.5% |
| 1Y | +32.3% | +19.5% | +12.8% | +27.7% |
| 3Y | +92.9% | +73.9% | +19.0% | +78.8% |
| All | +87.5% | +54.8% | +32.7% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling