+953.6%
VRT vs NVS
+89.9%
+863.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | +2.4% | -15.4% | +17.8% | +3.4% |
| 30D | -2.7% | -12.3% | +9.6% | -2.1% |
| 3M | -9.2% | -7.8% | -1.4% | -9.6% |
| 6M | -0.5% | -13.0% | +12.5% | -0.1% |
| YTD | +62.3% | +2.8% | +59.6% | +60.1% |
| 1Y | +109.6% | +10.6% | +98.9% | +104.9% |
| 3Y | +573.1% | +55.1% | +518.0% | +502.2% |
| 5Y | +953.6% | +91.7% | +862.0% | +694.4% |
| All | +953.6% | +89.9% | +863.7% | +694.4% |
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