+292.2%
VIAV vs NVS
+54.2%
+238.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | -14.3% | +25.4% | +10.3% |
| 30D | -10.1% | -10.0% | -0.2% | -11.2% |
| 3M | -22.9% | -10.9% | -12.0% | -24.0% |
| 6M | +28.8% | -12.0% | +40.7% | +26.7% |
| YTD | +117.5% | +2.5% | +114.9% | +108.7% |
| 1Y | +216.1% | +10.7% | +205.4% | +199.4% |
| 3Y | +292.2% | +53.3% | +238.9% | +249.2% |
| All | +292.2% | +54.2% | +238.0% | +249.2% |
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