+101.5%
DAL vs NVS
+80.7%
+20.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | +0.1% | +4.0% | -3.9% | -0.7% |
| 30D | -13.9% | +3.6% | -17.5% | -14.5% |
| 3M | +1.1% | +7.8% | -6.7% | -0.6% |
| 6M | +26.2% | -0.2% | +26.4% | +25.5% |
| YTD | +16.4% | +19.6% | -3.1% | +13.0% |
| 1Y | +33.9% | +28.4% | +5.5% | +28.6% |
| All | +101.5% | +80.7% | +20.8% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling