+609.6%
VLO vs NVS
+92.5%
+517.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -15.7% | +19.7% | +5.5% |
| 30D | +19.0% | -11.1% | +30.1% | +19.9% |
| 3M | +50.0% | -7.2% | +57.2% | +50.0% |
| 6M | +79.1% | -12.3% | +91.5% | +80.8% |
| YTD | +140.3% | +2.8% | +137.5% | +132.8% |
| 1Y | +148.3% | +11.9% | +136.4% | +134.9% |
| 3Y | +194.6% | +55.1% | +139.6% | +153.0% |
| 5Y | +609.6% | +94.1% | +515.5% | +461.2% |
| All | +609.6% | +92.5% | +517.1% | +461.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling