+126.4%
DAL vs NVS
+175.1%
-48.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.9% | +12.4% | +4.4% |
| 7D | +3.4% | -14.6% | +18.0% | +9.9% |
| 30D | -13.6% | -11.9% | -1.6% | -9.6% |
| 3M | +1.2% | -6.0% | +7.2% | +2.6% |
| 6M | +34.5% | -11.4% | +45.9% | +40.0% |
| YTD | +14.7% | +2.9% | +11.8% | +11.3% |
| 1Y | +29.2% | +10.2% | +19.0% | +21.3% |
| 3Y | +100.0% | +55.3% | +44.7% | +54.8% |
| 5Y | +106.3% | +89.6% | +16.7% | +40.2% |
| 10Y | +126.4% | +176.1% | -49.7% | +39.1% |
| All | +126.4% | +175.1% | -48.7% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling