+228.0%
VTRS vs NVS
+1,074.0%
-846.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.2% | -14.3% | +12.1% | +4.3% |
| 30D | +3.3% | -10.0% | +13.3% | +7.5% |
| 3M | +2.0% | -10.9% | +12.9% | +6.6% |
| 6M | +19.9% | -12.0% | +31.9% | +25.9% |
| YTD | +35.7% | +2.5% | +33.2% | +32.7% |
| 1Y | +68.1% | +10.7% | +57.4% | +58.4% |
| 3Y | +87.1% | +53.3% | +33.8% | +50.5% |
| 5Y | +47.6% | +93.6% | -46.0% | +5.8% |
| 10Y | -48.2% | +180.6% | -228.7% | -68.7% |
| All | +228.0% | +1,074.0% | -846.0% | +18.7% |
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