+219.8%
VT vs NVS
+257.6%
-37.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +0.4% | +1.3% | -1.0% | -0.1% |
| 30D | -2.6% | +13.9% | -16.5% | -7.6% |
| 3M | -3.2% | +4.7% | -7.9% | -5.9% |
| 6M | +0.9% | +12.1% | -11.2% | -5.2% |
| YTD | +11.3% | +22.3% | -11.0% | +0.2% |
| 1Y | +14.0% | +33.5% | -19.5% | -1.5% |
| 3Y | +75.8% | +94.7% | -18.9% | +23.5% |
| 5Y | +57.8% | +137.6% | -79.7% | -2.8% |
| 10Y | +219.8% | +254.5% | -34.7% | +70.2% |
| All | +219.8% | +257.6% | -37.8% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling