+203.8%
DHR vs NVS
+179.5%
+24.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -14.3% | +10.6% | +3.3% |
| 30D | -2.7% | -10.0% | +7.2% | +1.4% |
| 3M | +10.9% | -10.9% | +21.8% | +15.9% |
| 6M | +3.0% | -12.0% | +15.0% | +8.2% |
| YTD | -12.2% | +2.5% | -14.7% | -15.2% |
| 1Y | +3.3% | +10.7% | -7.4% | -4.4% |
| 3Y | -8.2% | +53.3% | -61.5% | -29.7% |
| 5Y | -29.9% | +93.6% | -123.5% | -54.0% |
| All | +203.8% | +179.5% | +24.3% | +67.8% |
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