+262.4%
VST vs NVS
+93.3%
+169.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.4% | +10.2% | +10.6% |
| 7D | -9.8% | +1.1% | -10.9% | -9.5% |
| 30D | -25.1% | +13.4% | -38.6% | -23.9% |
| 3M | -11.6% | +5.4% | -17.0% | -10.6% |
| 6M | -20.9% | +9.6% | -30.5% | -19.7% |
| YTD | -22.3% | +21.5% | -43.8% | -19.6% |
| 1Y | -32.0% | +32.3% | -64.3% | -28.6% |
| 3Y | +262.4% | +92.9% | +169.4% | +308.7% |
| All | +262.4% | +93.3% | +169.1% | +308.7% |
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 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