+606.9%
DIS vs NVS
+1,301.1%
-694.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +5.3% | +1.3% | +4.0% | +4.7% |
| 30D | +10.2% | +13.9% | -3.6% | +4.2% |
| 3M | +13.5% | +4.7% | +8.8% | +10.3% |
| 6M | +11.1% | +12.1% | -1.0% | +4.5% |
| YTD | +5.5% | +22.3% | -16.8% | -4.8% |
| 1Y | +9.1% | +33.5% | -24.4% | -5.4% |
| 3Y | +36.0% | +94.7% | -58.8% | -2.4% |
| 5Y | -29.8% | +137.6% | -167.4% | -54.6% |
| 10Y | +36.6% | +254.5% | -217.9% | -27.2% |
| All | +606.9% | +1,301.1% | -694.2% | +117.5% |
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