+924.9%
VLO vs NVS
+179.5%
+745.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.3% | -14.3% | +19.6% | +11.0% |
| 30D | +18.2% | -10.0% | +28.2% | +21.8% |
| 3M | +53.3% | -10.9% | +64.2% | +58.1% |
| 6M | +70.4% | -12.0% | +82.4% | +75.4% |
| YTD | +143.4% | +2.5% | +140.9% | +130.8% |
| 1Y | +153.0% | +10.7% | +142.3% | +129.5% |
| 3Y | +195.0% | +53.3% | +141.7% | +118.6% |
| 5Y | +618.8% | +93.6% | +525.2% | +345.1% |
| All | +924.9% | +179.5% | +745.4% | +467.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling