+1,101.3%
NVS vs VSAT
+1,536.8%
-435.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.2% | -17.2% | -14.1% |
| 7D | -14.6% | +17.3% | -31.9% | -15.4% |
| 30D | -11.9% | -3.3% | -8.6% | -11.8% |
| 3M | -6.0% | +18.7% | -24.7% | -7.5% |
| 6M | -11.4% | +77.6% | -88.9% | -15.1% |
| YTD | +2.9% | +125.6% | -122.7% | -3.2% |
| 1Y | +10.2% | +158.3% | -148.1% | +2.4% |
| 3Y | +55.3% | +226.1% | -170.8% | +35.8% |
| 5Y | +89.6% | +54.7% | +34.9% | +70.0% |
| 10Y | +176.1% | +3.5% | +172.5% | +147.8% |
| All | +1,101.3% | +1,536.8% | -435.5% | +775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling