+715.9%
VTV vs NVS
+616.3%
+99.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.1% | -14.3% | +13.2% | +5.8% |
| 30D | -1.0% | -10.0% | +8.9% | +3.1% |
| 3M | +4.6% | -10.9% | +15.5% | +9.2% |
| 6M | +13.5% | -12.0% | +25.5% | +18.9% |
| YTD | +18.5% | +2.5% | +16.0% | +14.6% |
| 1Y | +22.9% | +10.7% | +12.2% | +14.0% |
| 3Y | +67.8% | +53.3% | +14.5% | +29.0% |
| 5Y | +81.8% | +93.6% | -11.8% | +21.3% |
| 10Y | +233.0% | +180.6% | +52.4% | +78.8% |
| All | +715.9% | +616.3% | +99.6% | +166.6% |
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