+2,397.0%
VRT vs NVS
+145.7%
+2,251.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | -15.7% | +8.0% | -4.0% |
| 30D | -12.0% | -11.1% | -0.9% | -10.0% |
| 3M | -11.7% | -7.2% | -4.5% | -11.5% |
| 6M | -8.1% | -12.3% | +4.3% | -6.1% |
| YTD | +53.2% | +2.8% | +50.5% | +48.8% |
| 1Y | +81.7% | +11.9% | +69.7% | +71.3% |
| 3Y | +535.3% | +55.1% | +480.2% | +409.8% |
| 5Y | +916.4% | +94.1% | +822.3% | +599.1% |
| All | +2,397.0% | +145.7% | +2,251.3% | +1,531.9% |
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