-37.1%
DOW vs NVS
+92.9%
-130.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -1.4% | -14.3% | +12.9% | +2.1% |
| 30D | -3.9% | -10.0% | +6.0% | -2.0% |
| 3M | -12.7% | -10.9% | -1.8% | -10.8% |
| 6M | -13.7% | -12.0% | -1.7% | -11.8% |
| YTD | +28.4% | +2.5% | +25.9% | +23.5% |
| 1Y | +21.8% | +10.7% | +11.1% | +13.5% |
| 3Y | -35.7% | +53.3% | -89.0% | -46.9% |
| All | -37.1% | +92.9% | -130.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling