+620.1%
VZ vs NVS
+1,269.4%
-649.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +0.1% | +4.0% | -3.9% | -1.2% |
| 30D | +7.9% | +3.6% | +4.3% | +6.6% |
| 3M | +13.6% | +7.8% | +5.8% | +10.7% |
| 6M | +1.1% | -0.2% | +1.3% | +0.7% |
| YTD | +29.3% | +19.6% | +9.7% | +21.3% |
| 1Y | +21.2% | +28.4% | -7.1% | +11.0% |
| 3Y | +75.9% | +76.2% | -0.3% | +44.3% |
| 5Y | +24.1% | +111.1% | -87.0% | -4.8% |
| 10Y | +62.4% | +224.3% | -161.9% | +6.8% |
| All | +620.1% | +1,269.4% | -649.3% | +237.7% |
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