-28.0%
DHR vs NVS
+92.9%
-121.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -14.3% | +10.6% | +2.1% |
| 30D | -2.7% | -10.0% | +7.2% | +0.6% |
| 3M | +10.9% | -10.9% | +21.8% | +15.1% |
| 6M | +3.0% | -12.0% | +15.0% | +7.3% |
| YTD | -12.2% | +2.5% | -14.7% | -15.0% |
| 1Y | +3.3% | +10.7% | -7.4% | -3.6% |
| 3Y | -8.2% | +53.3% | -61.5% | -26.5% |
| All | -28.0% | +92.9% | -121.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling