-49.4%
VG vs NVS
+75.5%
-124.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | -7.7% | +2.5% | -10.2% | -6.7% |
| 30D | -8.8% | +13.6% | -22.4% | -4.3% |
| 3M | -15.6% | +4.1% | -19.8% | -13.3% |
| 6M | +5.2% | +11.8% | -6.6% | +11.2% |
| YTD | +76.9% | +22.0% | +54.9% | +82.1% |
| 1Y | +42.5% | +32.3% | +10.2% | +46.6% |
| All | -49.4% | +75.5% | -124.9% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling