+36.0%
NVS vs VO
+16.3%
+19.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | +5.7% | +1.0% | +4.7% | +5.2% |
| 30D | +17.1% | +2.6% | +14.4% | +15.4% |
| 3M | +7.6% | -0.3% | +7.9% | +7.8% |
| 6M | +14.1% | +7.6% | +6.5% | +8.6% |
| YTD | +23.3% | +14.7% | +8.6% | +12.3% |
| 1Y | +36.0% | +16.4% | +19.6% | +22.2% |
| All | +36.0% | +16.3% | +19.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling