+573.1%
VRT vs NVS
+54.6%
+518.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | +2.4% | -15.4% | +17.8% | +0.1% |
| 30D | -2.7% | -12.3% | +9.6% | -4.3% |
| 3M | -9.2% | -7.8% | -1.4% | -10.4% |
| 6M | -0.5% | -13.0% | +12.5% | -2.5% |
| YTD | +62.3% | +2.8% | +59.6% | +64.4% |
| 1Y | +109.6% | +10.6% | +98.9% | +116.1% |
| All | +573.1% | +54.6% | +518.5% | +667.3% |
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