+84.5%
NVS vs VLTO
+27.2%
+57.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +4.0% | -2.3% | +6.3% | +4.4% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | +7.8% | +13.8% | -6.0% | +5.3% |
| 6M | -0.2% | +2.0% | -2.2% | -0.6% |
| YTD | +19.6% | -3.2% | +22.8% | +20.1% |
| 1Y | +28.4% | -9.2% | +37.5% | +30.4% |
| All | +84.5% | +27.2% | +57.4% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling