+57.9%
VT vs NVS
+133.6%
-75.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | -2.5% | +12.5% | -15.0% | -5.3% |
| 3M | -3.3% | +5.2% | -8.5% | -5.1% |
| 6M | +1.5% | +8.2% | -6.6% | -1.4% |
| YTD | +11.4% | +19.8% | -8.4% | +4.8% |
| 1Y | +11.9% | +24.8% | -12.9% | +4.0% |
| 3Y | +73.9% | +90.0% | -16.1% | +38.4% |
| 5Y | +57.9% | +134.3% | -76.4% | +12.5% |
| All | +57.9% | +133.6% | -75.7% | +12.5% |
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 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