+349.1%
VT vs NVS
+548.4%
-199.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.3% | +1.1% | -3.4% | -2.9% |
| 30D | -5.0% | +13.4% | -18.4% | -11.4% |
| 3M | -4.9% | +5.4% | -10.3% | -8.9% |
| 6M | -1.5% | +9.6% | -11.1% | -8.4% |
| YTD | +8.5% | +21.5% | -13.0% | -5.2% |
| 1Y | +11.4% | +32.3% | -21.0% | -7.6% |
| 3Y | +70.1% | +92.9% | -22.9% | +9.5% |
| 5Y | +53.7% | +134.3% | -80.6% | -14.5% |
| 10Y | +220.0% | +272.3% | -52.3% | +26.5% |
| All | +349.1% | +548.4% | -199.4% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling