+96.1%
VCIT vs NVS
+519.7%
-423.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +1.9% | +13.4% | -11.5% | +1.4% |
| 3M | -1.4% | +5.4% | -6.9% | -1.7% |
| 6M | -2.1% | +9.6% | -11.7% | -2.6% |
| YTD | -1.6% | +21.5% | -23.1% | -2.5% |
| 1Y | -0.9% | +32.3% | -33.2% | -2.1% |
| 3Y | +20.0% | +92.9% | -73.0% | +16.8% |
| 5Y | +3.1% | +134.3% | -131.2% | -0.3% |
| 10Y | +28.7% | +272.3% | -243.5% | +24.5% |
| All | +96.1% | +519.7% | -423.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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