-12.1%
DOW vs NVS
+113.9%
-126.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.9% |
| 7D | -1.4% | -14.3% | +12.9% | +5.3% |
| 30D | -3.9% | -10.0% | +6.0% | -0.3% |
| 3M | -12.7% | -10.9% | -1.8% | -9.2% |
| 6M | -13.7% | -12.0% | -1.7% | -10.5% |
| YTD | +28.4% | +2.5% | +25.9% | +21.5% |
| 1Y | +21.8% | +10.7% | +11.1% | +9.7% |
| 3Y | -35.7% | +53.3% | -89.0% | -53.5% |
| 5Y | -36.8% | +93.6% | -130.4% | -62.9% |
| All | -12.1% | +113.9% | -126.0% | -50.4% |
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 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