+141.0%
NVS vs VTEB
+25.5%
+115.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -14.3% | -0.9% | -13.3% | -13.8% |
| 30D | -10.0% | -2.5% | -7.4% | -8.5% |
| 3M | -10.9% | -3.0% | -7.9% | -9.2% |
| 6M | -12.0% | -2.1% | -9.8% | -10.8% |
| YTD | +2.5% | -1.5% | +4.0% | +3.5% |
| 1Y | +10.7% | +0.2% | +10.5% | +10.6% |
| 3Y | +53.3% | +8.6% | +44.7% | +46.4% |
| 5Y | +93.6% | +1.2% | +92.4% | +91.5% |
| 10Y | +180.6% | +18.1% | +162.5% | +188.8% |
| All | +141.0% | +25.5% | +115.5% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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