+145.7%
VMC vs NVS
+179.5%
-33.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -14.3% | +10.5% | +1.5% |
| 30D | -9.7% | -10.0% | +0.3% | -6.8% |
| 3M | -9.6% | -10.9% | +1.3% | -6.6% |
| 6M | -4.8% | -12.0% | +7.1% | -1.2% |
| YTD | -10.9% | +2.5% | -13.4% | -13.2% |
| 1Y | -15.6% | +10.7% | -26.3% | -20.6% |
| 3Y | +19.3% | +53.3% | -34.0% | -4.6% |
| 5Y | +48.0% | +93.6% | -45.6% | +3.9% |
| All | +145.7% | +179.5% | -33.8% | +42.2% |
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 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