-24.7%
VST vs NVS
+26.2%
-50.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.5% |
| 7D | +10.9% | -2.8% | +13.8% | +10.6% |
| 30D | -15.6% | +11.5% | -27.1% | -14.9% |
| 3M | -7.8% | +3.7% | -11.5% | -7.2% |
| 6M | -12.0% | +10.4% | -22.4% | -12.2% |
| YTD | -16.9% | +19.8% | -36.7% | -16.3% |
| All | -24.7% | +26.2% | -50.9% | -23.7% |
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