+851.5%
DE vs NVS
+179.5%
+671.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.6% | -14.3% | +11.7% | +3.8% |
| 30D | +9.0% | -10.0% | +19.0% | +13.2% |
| 3M | +19.1% | -10.9% | +30.0% | +23.9% |
| 6M | +14.4% | -12.0% | +26.3% | +19.5% |
| YTD | +45.9% | +2.5% | +43.4% | +41.4% |
| 1Y | +43.6% | +10.7% | +32.9% | +33.6% |
| 3Y | +75.9% | +53.3% | +22.6% | +35.4% |
| 5Y | +98.8% | +93.6% | +5.2% | +31.0% |
| All | +851.5% | +179.5% | +671.9% | +448.5% |
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