+7.4%
DASH vs NVS
+113.6%
-106.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.3% |
| 7D | -10.6% | +4.0% | -14.6% | -11.3% |
| 30D | +2.2% | +3.6% | -1.4% | +1.4% |
| 3M | +32.3% | +7.8% | +24.5% | +30.1% |
| 6M | +19.1% | -0.2% | +19.3% | +18.9% |
| YTD | -6.5% | +19.6% | -26.1% | -10.7% |
| 1Y | -14.9% | +28.4% | -43.3% | -20.2% |
| 3Y | +151.9% | +76.2% | +75.7% | +111.3% |
| All | +7.4% | +113.6% | -106.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling