+571.7%
VZ vs NVS
+1,301.1%
-729.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +10.6% | +13.9% | -3.3% | +6.1% |
| 3M | -0.6% | +4.7% | -5.3% | -2.7% |
| 6M | +0.7% | +12.1% | -11.3% | -3.7% |
| YTD | +20.6% | +22.3% | -1.7% | +11.7% |
| 1Y | +22.7% | +33.5% | -10.8% | +10.4% |
| 3Y | +57.2% | +94.7% | -37.5% | +24.3% |
| 5Y | +21.4% | +137.6% | -116.2% | -10.8% |
| 10Y | +65.5% | +254.5% | -189.0% | +5.3% |
| All | +571.7% | +1,301.1% | -729.3% | +211.1% |
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 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