+94.1%
NVS vs VSAT
+50.0%
+44.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -15.7% | +3.4% | -19.1% | -15.8% |
| 30D | -11.1% | -12.2% | +1.2% | -10.8% |
| 3M | -7.2% | +20.6% | -27.8% | -7.9% |
| 6M | -12.3% | +60.2% | -72.5% | -13.6% |
| YTD | +2.8% | +115.3% | -112.5% | +0.6% |
| 1Y | +11.9% | +154.6% | -142.6% | +9.1% |
| 3Y | +55.1% | +211.2% | -156.1% | +48.3% |
| 5Y | +94.1% | +52.7% | +41.4% | +84.0% |
| All | +94.1% | +50.0% | +44.1% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling