+5,912.4%
DE vs NVS
+1,076.7%
+4,835.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -3.0% | -15.4% | +12.3% | +3.6% |
| 30D | +11.1% | -12.3% | +23.5% | +16.6% |
| 3M | +17.6% | -7.8% | +25.4% | +20.4% |
| 6M | +13.6% | -13.0% | +26.6% | +19.1% |
| YTD | +46.3% | +2.8% | +43.5% | +42.6% |
| 1Y | +44.2% | +10.6% | +33.5% | +35.8% |
| 3Y | +76.6% | +55.1% | +21.5% | +41.3% |
| 5Y | +98.2% | +91.7% | +6.6% | +42.7% |
| 10Y | +863.5% | +181.2% | +682.3% | +485.7% |
| All | +5,912.4% | +1,076.7% | +4,835.7% | +2,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling