+20,072.1%
VLO vs NVS
+1,269.4%
+18,802.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.9% |
| 7D | +5.2% | +4.0% | +1.2% | +3.3% |
| 30D | +22.6% | +3.6% | +19.0% | +20.3% |
| 3M | +43.8% | +7.8% | +36.0% | +38.0% |
| 6M | +65.7% | -0.2% | +65.9% | +63.4% |
| YTD | +131.1% | +19.6% | +111.5% | +108.6% |
| 1Y | +143.6% | +28.4% | +115.3% | +111.8% |
| 3Y | +201.4% | +76.2% | +125.2% | +121.3% |
| 5Y | +568.9% | +111.1% | +457.8% | +341.9% |
| 10Y | +891.8% | +224.3% | +667.6% | +436.1% |
| All | +20,072.1% | +1,269.4% | +18,802.7% | +7,410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling