+377.4%
VT vs NVS
+538.2%
-160.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | +0.4% | +4.0% | -3.6% | -1.9% |
| 30D | +1.0% | +3.6% | -2.6% | -1.3% |
| 3M | +2.4% | +7.8% | -5.4% | -2.7% |
| 6M | +12.0% | -0.2% | +12.2% | +10.9% |
| YTD | +15.3% | +19.6% | -4.2% | +2.7% |
| 1Y | +22.6% | +28.4% | -5.8% | +4.3% |
| 3Y | +74.7% | +76.2% | -1.5% | +19.9% |
| 5Y | +66.1% | +111.1% | -44.9% | -0.3% |
| 10Y | +225.0% | +224.3% | +0.7% | +42.5% |
| All | +377.4% | +538.2% | -160.8% | +13.2% |
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 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