+588.9%
VST vs NVS
+135.2%
+453.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.4% | +10.2% | +10.5% |
| 7D | -9.8% | +1.1% | -10.9% | -9.8% |
| 30D | -25.1% | +13.4% | -38.6% | -25.4% |
| 3M | -11.6% | +5.4% | -17.0% | -11.8% |
| 6M | -20.9% | +9.6% | -30.5% | -21.4% |
| YTD | -22.3% | +21.5% | -43.8% | -23.4% |
| 1Y | -32.0% | +32.3% | -64.3% | -33.4% |
| 3Y | +262.4% | +92.9% | +169.4% | +229.5% |
| All | +588.9% | +135.2% | +453.7% | +473.2% |
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