+9,766.3%
DHR vs NVS
+1,076.7%
+8,689.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -5.0% | -15.7% | +10.7% | +1.6% |
| 30D | -3.3% | -11.1% | +7.7% | +0.8% |
| 3M | +9.4% | -7.2% | +16.6% | +11.7% |
| 6M | +3.2% | -12.3% | +15.5% | +7.9% |
| YTD | -12.0% | +2.8% | -14.8% | -14.2% |
| 1Y | +4.9% | +11.9% | -7.1% | -1.4% |
| 3Y | -7.4% | +55.1% | -62.4% | -24.9% |
| 5Y | -29.8% | +94.1% | -123.8% | -48.7% |
| 10Y | +209.1% | +181.2% | +27.9% | +92.7% |
| All | +9,766.3% | +1,076.7% | +8,689.6% | +3,394.9% |
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