-100.0%
DFNS vs NVS
+131.9%
-231.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -6.0% | -1.3% | -4.7% | -5.8% |
| 30D | -71.2% | +9.3% | -80.5% | -71.7% |
| 3M | -94.5% | +5.8% | -100.3% | -94.6% |
| 6M | -96.5% | +7.2% | -103.7% | -96.6% |
| YTD | -99.6% | +20.0% | -119.6% | -99.6% |
| 1Y | -99.7% | +25.4% | -125.1% | -99.7% |
| 3Y | -100.0% | +89.2% | -189.2% | -100.0% |
| 5Y | -100.0% | +134.6% | -234.6% | -100.0% |
| All | -100.0% | +131.9% | -231.9% | -100.0% |
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 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