+174.9%
NVS vs VSAT
+3.3%
+171.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -14.3% | -1.3% | -12.9% | -14.2% |
| 30D | -10.0% | -14.8% | +4.9% | -9.3% |
| 3M | -10.9% | +2.2% | -13.1% | -11.4% |
| 6M | -12.0% | +60.2% | -72.1% | -14.9% |
| YTD | +2.5% | +115.6% | -113.1% | -2.7% |
| 1Y | +10.7% | +132.9% | -122.2% | +4.3% |
| 3Y | +53.3% | +216.1% | -162.8% | +36.5% |
| 5Y | +93.6% | +52.9% | +40.7% | +77.8% |
| All | +174.9% | +3.3% | +171.6% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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