+81.7%
VRT vs NVS
+11.3%
+70.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | -15.7% | +8.0% | -7.6% |
| 30D | -12.0% | -11.1% | -0.9% | -12.4% |
| 3M | -11.7% | -7.2% | -4.5% | -14.4% |
| 6M | -8.1% | -12.3% | +4.3% | -8.4% |
| YTD | +53.2% | +2.8% | +50.5% | +47.4% |
| 1Y | +81.7% | +11.9% | +69.7% | +69.9% |
| All | +81.7% | +11.3% | +70.4% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling