+163.0%
VIAV vs NVS
+1,076.7%
-913.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +11.2% | -15.7% | +26.9% | +19.8% |
| 30D | -2.6% | -11.1% | +8.5% | +1.2% |
| 3M | -20.1% | -7.2% | -12.9% | -19.7% |
| 6M | +25.8% | -12.3% | +38.2% | +30.3% |
| YTD | +109.9% | +2.8% | +107.1% | +98.3% |
| 1Y | +214.3% | +11.9% | +202.3% | +182.1% |
| 3Y | +281.6% | +55.1% | +226.6% | +175.9% |
| 5Y | +132.6% | +94.1% | +38.5% | +43.4% |
| 10Y | +396.7% | +181.2% | +215.5% | +138.3% |
| All | +163.0% | +1,076.7% | -913.7% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling