-11.1%
DASH vs NVS
+28.3%
-39.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -10.2% | -2.8% | -7.4% | -9.6% |
| 30D | -8.2% | +11.5% | -19.7% | -9.6% |
| 3M | -15.9% | +3.7% | -19.6% | -15.8% |
| 6M | +13.3% | +10.4% | +2.9% | +12.3% |
| YTD | -21.3% | +19.8% | -41.1% | -27.8% |
| 1Y | -11.1% | +26.6% | -37.7% | -22.3% |
| All | -11.1% | +28.3% | -39.4% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling