-99.9%
DFNS vs NVS
+98.2%
-198.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.3% | -14.3% | +7.9% | -3.9% |
| 30D | -74.0% | -10.0% | -64.0% | -73.6% |
| 3M | -70.1% | -10.9% | -59.3% | -69.3% |
| 6M | -93.9% | -12.0% | -81.9% | -93.7% |
| YTD | -98.1% | +2.5% | -100.6% | -98.1% |
| 1Y | -98.3% | +10.7% | -109.0% | -98.3% |
| 3Y | -99.9% | +53.3% | -153.2% | -99.9% |
| 5Y | -99.9% | +93.6% | -193.5% | -99.9% |
| All | -99.9% | +98.2% | -198.1% | -99.9% |
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