+1,115.2%
DIA vs NVS
+757.8%
+357.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.9% | +12.8% | +4.7% |
| 7D | +0.1% | -14.6% | +14.7% | +6.2% |
| 30D | -2.1% | -11.9% | +9.9% | +2.4% |
| 3M | +4.2% | -6.0% | +10.1% | +5.7% |
| 6M | +11.9% | -11.4% | +23.3% | +16.3% |
| YTD | +10.8% | +2.9% | +7.9% | +7.8% |
| 1Y | +17.5% | +10.2% | +7.3% | +10.7% |
| 3Y | +59.9% | +55.3% | +4.6% | +27.9% |
| 5Y | +64.1% | +89.6% | -25.5% | +18.9% |
| 10Y | +246.2% | +176.1% | +70.2% | +112.5% |
| All | +1,115.2% | +757.8% | +357.4% | +356.5% |
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