+1,484.1%
VTR vs NVS
+922.1%
+561.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.8% | -15.7% | +13.9% | +5.0% |
| 30D | +4.0% | -11.1% | +15.1% | +8.4% |
| 3M | +7.8% | -7.2% | +15.0% | +10.2% |
| 6M | +6.4% | -12.3% | +18.7% | +11.3% |
| YTD | +18.3% | +2.8% | +15.6% | +15.4% |
| 1Y | +33.9% | +11.9% | +22.0% | +25.5% |
| 3Y | +134.3% | +55.1% | +79.3% | +88.2% |
| 5Y | +90.3% | +94.1% | -3.8% | +37.3% |
| 10Y | +100.1% | +181.2% | -81.1% | +24.5% |
| All | +1,484.1% | +922.1% | +561.9% | +483.3% |
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