+137.9%
VGT vs NVS
+92.9%
+45.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | -14.3% | +14.1% | +1.8% |
| 30D | -0.4% | -10.0% | +9.5% | +0.7% |
| 3M | +4.4% | -10.9% | +15.3% | +5.6% |
| 6M | +32.1% | -12.0% | +44.0% | +33.8% |
| YTD | +28.8% | +2.5% | +26.3% | +26.3% |
| 1Y | +35.3% | +10.7% | +24.7% | +30.4% |
| 3Y | +124.8% | +53.3% | +71.5% | +96.2% |
| All | +137.9% | +92.9% | +45.0% | +85.4% |
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