+579.6%
VZ vs NVS
+1,272.2%
-692.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | +0.9% | -2.8% | +3.8% | +1.8% |
| 30D | +8.9% | +11.5% | -2.5% | +5.2% |
| 3M | +0.1% | +3.7% | -3.6% | -1.7% |
| 6M | +1.9% | +10.4% | -8.5% | -2.2% |
| YTD | +22.0% | +19.8% | +2.2% | +13.8% |
| 1Y | +22.1% | +26.6% | -4.5% | +11.8% |
| 3Y | +58.7% | +90.1% | -31.4% | +26.4% |
| 5Y | +22.3% | +133.4% | -111.1% | -9.7% |
| 10Y | +71.6% | +251.0% | -179.3% | +9.6% |
| All | +579.6% | +1,272.2% | -692.6% | +216.7% |
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