-26.6%
VRSK vs NVS
+54.2%
-80.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -14.3% | +9.1% | -1.8% |
| 30D | -2.3% | -10.0% | +7.6% | 0.0% |
| 3M | -2.9% | -10.9% | +8.0% | -0.4% |
| 6M | -12.8% | -12.0% | -0.8% | -10.3% |
| YTD | -20.8% | +2.5% | -23.3% | -22.4% |
| 1Y | -33.2% | +10.7% | -43.9% | -36.3% |
| 3Y | -26.6% | +53.3% | -79.9% | -37.1% |
| All | -26.6% | +54.2% | -80.8% | -37.1% |
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 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