+174.9%
NVS vs VYM
+209.2%
-34.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -14.3% | -0.8% | -13.5% | -13.8% |
| 30D | -10.0% | -2.2% | -7.7% | -8.7% |
| 3M | -10.9% | +3.1% | -14.0% | -12.5% |
| 6M | -12.0% | +9.7% | -21.7% | -16.7% |
| YTD | +2.5% | +14.9% | -12.4% | -5.6% |
| 1Y | +10.7% | +17.6% | -6.9% | +0.5% |
| 3Y | +53.3% | +65.3% | -12.0% | +12.7% |
| 5Y | +93.6% | +78.7% | +14.9% | +34.6% |
| All | +174.9% | +209.2% | -34.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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