-68.4%
VFC vs NVS
+134.2%
-202.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | +25.5% | +9.3% | +16.2% | +21.9% |
| 3M | +41.3% | +5.8% | +35.5% | +37.7% |
| 6M | +22.2% | +7.2% | +15.0% | +18.3% |
| YTD | +16.4% | +20.0% | -3.6% | +8.1% |
| 1Y | +38.4% | +25.4% | +13.0% | +26.5% |
| 3Y | +56.2% | +89.2% | -33.0% | +20.3% |
| All | -68.4% | +134.2% | -202.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling