-98.3%
DFNS vs NVS
+27.7%
-126.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +2.2% |
| 7D | -16.0% | +4.0% | -20.0% | -19.6% |
| 30D | -77.7% | +3.6% | -81.3% | -78.6% |
| 3M | -77.2% | +7.8% | -85.0% | -77.5% |
| 6M | -95.2% | -0.2% | -95.0% | -95.1% |
| YTD | -98.0% | +19.6% | -117.5% | -98.2% |
| 1Y | -98.3% | +28.4% | -126.6% | -98.6% |
| All | -98.3% | +27.7% | -126.0% | -98.6% |
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