+120.6%
VLO vs NVS
+37.6%
+83.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -4.5% |
| 7D | -6.0% | +5.7% | -11.7% | -4.1% |
| 30D | -12.9% | +17.1% | -29.9% | -8.2% |
| 3M | +18.3% | +7.6% | +10.7% | +22.7% |
| 6M | +46.4% | +14.1% | +32.4% | +56.5% |
| YTD | +127.7% | +23.3% | +104.4% | +138.4% |
| 1Y | +120.6% | +36.0% | +84.6% | +131.1% |
| All | +120.6% | +37.6% | +83.0% | +131.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling