-50.0%
VTRS vs NVMI
+3,158.6%
-3,208.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +3.3% | -8.4% | +11.7% | +4.8% |
| 3M | +2.0% | -33.6% | +35.5% | +8.4% |
| 6M | +19.9% | -14.7% | +34.6% | +20.4% |
| YTD | +35.7% | +13.2% | +22.5% | +28.1% |
| 1Y | +68.1% | +29.0% | +39.1% | +53.7% |
| 3Y | +87.1% | +215.0% | -127.9% | +32.8% |
| 5Y | +47.6% | +268.6% | -220.9% | -2.9% |
| All | -50.0% | +3,158.6% | -3,208.6% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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