+65.6%
VSH vs NVS
+92.5%
-26.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.1% | -15.7% | +18.8% | +7.1% |
| 30D | -5.7% | -11.1% | +5.4% | -3.6% |
| 3M | -42.5% | -7.2% | -35.3% | -42.3% |
| 6M | +82.7% | -12.3% | +95.0% | +86.5% |
| YTD | +118.2% | +2.8% | +115.5% | +109.6% |
| 1Y | +109.7% | +11.9% | +97.7% | +95.0% |
| 3Y | +35.3% | +55.1% | -19.8% | +11.8% |
| 5Y | +65.6% | +94.1% | -28.5% | +20.6% |
| All | +65.6% | +92.5% | -26.9% | +20.6% |
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