+32.8%
DIS vs NVS
+55.0%
-22.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.9% | +13.7% | +1.8% |
| 7D | -1.1% | -14.6% | +13.5% | +1.1% |
| 30D | +0.1% | -11.9% | +12.1% | +1.8% |
| 3M | +7.1% | -6.0% | +13.0% | +7.6% |
| 6M | +4.3% | -11.4% | +15.6% | +5.6% |
| YTD | -6.9% | +2.9% | -9.9% | -7.4% |
| 1Y | -10.3% | +10.2% | -20.6% | -11.6% |
| 3Y | +32.8% | +55.3% | -22.5% | +31.0% |
| All | +32.8% | +55.0% | -22.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling