-10.4%
DOW vs NVS
+114.7%
-125.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -13.9% | +14.4% | +7.0% |
| 7D | -2.9% | -14.6% | +11.7% | +3.9% |
| 30D | +2.0% | -11.9% | +13.9% | +7.0% |
| 3M | -12.5% | -6.0% | -6.6% | -11.8% |
| 6M | -9.2% | -11.4% | +2.2% | -6.1% |
| YTD | +30.8% | +2.9% | +27.9% | +23.5% |
| 1Y | +29.4% | +10.2% | +19.2% | +16.9% |
| 3Y | -34.6% | +55.3% | -89.9% | -53.1% |
| 5Y | -35.9% | +89.6% | -125.6% | -61.6% |
| All | -10.4% | +114.7% | -125.2% | -49.6% |
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 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