+446.6%
VSH vs NVS
+1,078.6%
-632.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.9% | +12.9% | +6.3% |
| 7D | +6.2% | -14.6% | +20.8% | +14.5% |
| 30D | -11.1% | -11.9% | +0.8% | -6.3% |
| 3M | -44.9% | -6.0% | -39.0% | -44.4% |
| 6M | +90.0% | -11.4% | +101.3% | +97.1% |
| YTD | +118.8% | +2.9% | +115.9% | +108.6% |
| 1Y | +109.0% | +10.2% | +98.7% | +91.2% |
| 3Y | +35.6% | +55.3% | -19.7% | +0.6% |
| 5Y | +66.7% | +89.6% | -22.9% | +8.3% |
| 10Y | +167.9% | +176.1% | -8.1% | +40.5% |
| All | +446.6% | +1,078.6% | -632.0% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling