+20.8%
DIS vs NVS
+180.2%
-159.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -3.5% | -15.4% | +11.9% | +2.2% |
| 30D | +1.0% | -12.3% | +13.3% | +5.3% |
| 3M | +5.7% | -7.8% | +13.5% | +7.8% |
| 6M | +3.3% | -13.0% | +16.2% | +7.7% |
| YTD | -7.7% | +2.8% | -10.5% | -10.2% |
| 1Y | -10.0% | +10.6% | -20.6% | -15.2% |
| 3Y | +31.7% | +55.1% | -23.4% | +4.8% |
| 5Y | -42.2% | +91.7% | -133.9% | -59.4% |
| All | +20.8% | +180.2% | -159.4% | -23.6% |
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 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