+53.7%
NVS vs VO
+54.6%
-1.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -15.7% | -2.5% | -13.2% | -14.9% |
| 30D | -11.1% | -3.2% | -7.8% | -10.0% |
| 3M | -7.2% | +3.9% | -11.1% | -8.6% |
| 6M | -12.3% | +9.6% | -22.0% | -15.5% |
| YTD | +2.8% | +11.6% | -8.8% | -1.6% |
| 1Y | +11.9% | +12.6% | -0.7% | +6.8% |
| All | +53.7% | +54.6% | -1.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling