+46.8%
VMC vs NVS
+92.5%
-45.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.7% | -15.7% | +12.0% | +0.5% |
| 30D | -12.8% | -11.1% | -1.7% | -10.4% |
| 3M | -7.9% | -7.2% | -0.7% | -6.9% |
| 6M | -7.5% | -12.3% | +4.8% | -4.9% |
| YTD | -11.6% | +2.8% | -14.4% | -13.4% |
| 1Y | -14.3% | +11.9% | -26.2% | -18.2% |
| 3Y | +18.5% | +55.1% | -36.6% | -1.0% |
| 5Y | +46.8% | +94.1% | -47.3% | +8.7% |
| All | +46.8% | +92.5% | -45.7% | +8.7% |
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