-11.1%
VRSK vs NVS
+92.9%
-104.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.2% | -14.3% | +9.1% | -0.9% |
| 30D | -2.3% | -10.0% | +7.6% | +0.5% |
| 3M | -2.9% | -10.9% | +8.0% | +0.1% |
| 6M | -12.8% | -12.0% | -0.8% | -9.9% |
| YTD | -20.8% | +2.5% | -23.3% | -22.7% |
| 1Y | -33.2% | +10.7% | -43.9% | -36.8% |
| 3Y | -26.6% | +53.3% | -79.9% | -39.3% |
| All | -11.1% | +92.9% | -104.0% | -34.1% |
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 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