+583.4%
DG vs NVS
+528.1%
+55.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.1% |
| 7D | +8.4% | +4.0% | +4.4% | +7.0% |
| 30D | +4.9% | +3.6% | +1.3% | +3.6% |
| 3M | +29.3% | +7.8% | +21.5% | +25.8% |
| 6M | -11.3% | -0.2% | -11.1% | -11.5% |
| YTD | +1.8% | +19.6% | -17.8% | -4.4% |
| 1Y | +25.3% | +28.4% | -3.0% | +14.8% |
| 3Y | +9.1% | +76.2% | -67.1% | -10.9% |
| 5Y | -34.9% | +111.1% | -146.0% | -50.5% |
| 10Y | +108.2% | +224.3% | -116.1% | +37.0% |
| All | +583.4% | +528.1% | +55.3% | +257.0% |
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 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