+21.4%
VZ vs NVS
+135.9%
-114.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +10.6% | +13.9% | -3.3% | +7.2% |
| 3M | -0.6% | +4.7% | -5.3% | -2.2% |
| 6M | +0.7% | +12.1% | -11.3% | -2.9% |
| YTD | +20.6% | +22.3% | -1.7% | +12.9% |
| 1Y | +22.7% | +33.5% | -10.8% | +11.7% |
| 3Y | +57.2% | +94.7% | -37.5% | +27.3% |
| 5Y | +21.4% | +137.6% | -116.2% | -11.4% |
| All | +21.4% | +135.9% | -114.5% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling