+4.3%
DT vs NVS
+27.7%
-23.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -2.1% |
| 7D | -3.3% | +4.0% | -7.3% | -2.2% |
| 30D | +2.0% | +3.6% | -1.5% | +3.1% |
| 3M | +20.0% | +7.8% | +12.2% | +22.9% |
| 6M | +39.3% | -0.2% | +39.5% | +42.1% |
| YTD | +19.8% | +19.6% | +0.2% | +20.7% |
| 1Y | +4.3% | +28.4% | -24.1% | +3.7% |
| All | +4.3% | +27.7% | -23.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling