+475.0%
DINO vs NVS
+179.5%
+295.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.3% | -14.3% | +16.6% | +7.6% |
| 30D | +22.6% | -10.0% | +32.6% | +26.3% |
| 3M | +55.2% | -10.9% | +66.1% | +60.0% |
| 6M | +93.8% | -12.0% | +105.7% | +99.3% |
| YTD | +139.5% | +2.5% | +137.0% | +128.3% |
| 1Y | +115.3% | +10.7% | +104.6% | +97.0% |
| 3Y | +98.8% | +53.3% | +45.5% | +50.7% |
| 5Y | +333.5% | +93.6% | +239.9% | +178.1% |
| All | +475.0% | +179.5% | +295.4% | +207.0% |
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 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