-38.0%
VG vs NVS
+48.0%
-86.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.9% | +16.1% | -2.1% |
| 7D | -2.5% | -14.6% | +12.1% | -6.8% |
| 30D | +11.1% | -11.9% | +23.0% | +7.3% |
| 3M | +14.9% | -6.0% | +20.8% | +14.1% |
| 6M | +18.4% | -11.4% | +29.7% | +15.9% |
| YTD | +116.6% | +2.9% | +113.7% | +109.4% |
| 1Y | +9.4% | +10.2% | -0.9% | +5.9% |
| All | -38.0% | +48.0% | -86.0% | -33.1% |
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