+191.2%
VLO vs NVS
+54.6%
+136.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -15.7% | +19.7% | +4.0% |
| 30D | +19.0% | -11.1% | +30.1% | +18.8% |
| 3M | +50.0% | -7.2% | +57.2% | +49.3% |
| 6M | +79.1% | -12.3% | +91.5% | +79.6% |
| YTD | +140.3% | +2.8% | +137.5% | +132.3% |
| 1Y | +148.3% | +11.9% | +136.4% | +135.0% |
| All | +191.2% | +54.6% | +136.6% | +151.3% |
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