+579.5%
VRSK vs NVS
+478.9%
+100.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.7% | -15.7% | +8.0% | -1.6% |
| 30D | -2.8% | -11.1% | +8.3% | +1.3% |
| 3M | -3.7% | -7.2% | +3.5% | -1.5% |
| 6M | -12.8% | -12.3% | -0.4% | -9.1% |
| YTD | -21.0% | +2.8% | -23.7% | -23.1% |
| 1Y | -32.5% | +11.9% | -44.4% | -36.8% |
| 3Y | -26.5% | +55.1% | -81.6% | -40.9% |
| 5Y | -11.5% | +94.1% | -105.6% | -36.3% |
| 10Y | +125.7% | +181.2% | -55.5% | +41.0% |
| All | +579.5% | +478.9% | +100.7% | +250.0% |
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