-44.6%
VG vs NVS
+72.5%
-117.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.8% |
| 7D | +14.0% | -1.3% | +15.2% | +13.5% |
| 30D | -1.0% | +9.3% | -10.3% | +2.5% |
| 3M | -2.7% | +5.8% | -8.5% | +0.6% |
| 6M | +1.5% | +7.2% | -5.7% | +5.7% |
| YTD | +93.7% | +20.0% | +73.7% | +98.2% |
| 1Y | +68.5% | +25.4% | +43.2% | +71.9% |
| All | -44.6% | +72.5% | -117.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling