+25.3%
VZ vs NVS
+119.4%
-94.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +0.1% | +4.0% | -3.9% | -1.0% |
| 30D | +7.9% | +3.6% | +4.3% | +6.8% |
| 3M | +13.6% | +7.8% | +5.8% | +11.1% |
| 6M | +1.1% | -0.2% | +1.3% | +0.9% |
| YTD | +29.3% | +19.6% | +9.7% | +22.0% |
| 1Y | +21.2% | +28.4% | -7.1% | +11.7% |
| 3Y | +75.9% | +76.2% | -0.3% | +46.5% |
| All | +25.3% | +119.4% | -94.1% | -5.2% |
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