+96.3%
VTR vs NVS
+179.5%
-83.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.3% | -14.3% | +14.0% | +6.7% |
| 30D | +1.1% | -10.0% | +11.1% | +5.3% |
| 3M | +7.9% | -10.9% | +18.8% | +12.8% |
| 6M | +6.2% | -12.0% | +18.1% | +11.4% |
| YTD | +17.7% | +2.5% | +15.2% | +13.8% |
| 1Y | +32.9% | +10.7% | +22.2% | +22.9% |
| 3Y | +129.7% | +53.3% | +76.4% | +74.0% |
| 5Y | +89.3% | +93.6% | -4.3% | +22.2% |
| All | +96.3% | +179.5% | -83.2% | +23.9% |
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