+62.8%
VZ vs NVS
+180.2%
-117.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.2% | -15.7% | +14.5% | +3.6% |
| 30D | +5.7% | -11.1% | +16.8% | +8.9% |
| 3M | +8.2% | -7.2% | +15.4% | +9.7% |
| 6M | +1.7% | -12.3% | +14.1% | +4.9% |
| YTD | +28.9% | +2.8% | +26.1% | +25.7% |
| 1Y | +22.7% | +11.9% | +10.8% | +16.1% |
| 3Y | +82.7% | +55.1% | +27.6% | +53.4% |
| 5Y | +26.4% | +94.1% | -67.7% | -3.1% |
| All | +62.8% | +180.2% | -117.4% | +13.1% |
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