+22.7%
DIS vs NVS
+180.2%
-157.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.3% | -15.7% | +14.5% | +4.8% |
| 30D | +2.2% | -11.1% | +13.3% | +6.0% |
| 3M | +8.1% | -7.2% | +15.3% | +10.0% |
| 6M | +5.2% | -12.3% | +17.6% | +9.5% |
| YTD | -6.3% | +2.8% | -9.0% | -8.8% |
| 1Y | -7.3% | +11.9% | -19.2% | -13.1% |
| 3Y | +33.8% | +55.1% | -21.3% | +6.5% |
| 5Y | -40.7% | +94.1% | -134.8% | -58.7% |
| All | +22.7% | +180.2% | -157.5% | -22.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling