+270.3%
VFC vs NVS
+1,269.4%
-999.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.1% |
| 7D | -1.6% | +4.0% | -5.6% | -3.2% |
| 30D | -11.6% | +3.6% | -15.2% | -13.0% |
| 3M | -18.1% | +7.8% | -25.9% | -20.7% |
| 6M | -27.4% | -0.2% | -27.2% | -27.6% |
| YTD | -24.8% | +19.6% | -44.4% | -30.0% |
| 1Y | -8.2% | +28.4% | -36.6% | -16.6% |
| 3Y | -29.1% | +76.2% | -105.3% | -43.6% |
| 5Y | -79.2% | +111.1% | -190.2% | -84.6% |
| 10Y | -68.1% | +224.3% | -292.4% | -79.8% |
| All | +270.3% | +1,269.4% | -999.1% | +53.8% |
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