-4.5%
DASH vs NVS
+123.5%
-128.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -4.8% | +1.3% | -6.1% | -5.0% |
| 30D | -7.9% | +13.9% | -21.8% | -10.2% |
| 3M | -16.3% | +4.7% | -21.0% | -17.1% |
| 6M | +10.4% | +12.1% | -1.7% | +7.7% |
| YTD | -20.1% | +22.3% | -42.4% | -23.8% |
| 1Y | -11.4% | +33.5% | -44.9% | -17.2% |
| 3Y | +114.1% | +94.7% | +19.3% | +76.0% |
| 5Y | -5.8% | +137.6% | -143.3% | -28.7% |
| All | -4.5% | +123.5% | -128.0% | -29.2% |
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