-100.0%
VIVK vs NVS
+54.2%
-154.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.3% |
| 7D | -4.4% | -14.3% | +9.9% | -0.9% |
| 30D | -40.8% | -10.0% | -30.9% | -39.8% |
| 3M | -94.1% | -10.9% | -83.3% | -94.0% |
| 6M | -98.2% | -12.0% | -86.2% | -98.1% |
| YTD | -98.0% | +2.5% | -100.5% | -98.1% |
| 1Y | -100.0% | +10.7% | -110.6% | -100.0% |
| 3Y | -100.0% | +53.3% | -153.3% | -100.0% |
| All | -100.0% | +54.2% | -154.2% | -100.0% |
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