-96.2%
DFNS vs NVS
+9.5%
-105.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | 0.0% | -19.3% | -19.3% |
| 7D | -12.7% | -1.0% | -11.6% | -12.3% |
| 30D | -65.2% | +12.5% | -77.7% | -68.3% |
| 3M | -94.6% | +5.2% | -99.8% | -95.1% |
| 6M | -96.2% | +8.2% | -104.4% | -96.3% |
| All | -96.2% | +9.5% | -105.8% | -96.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling