+114.1%
DT vs NVS
+94.4%
+19.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | -14.3% | +12.7% | +4.6% |
| 30D | +3.0% | -10.0% | +13.0% | +6.8% |
| 3M | +26.5% | -10.9% | +37.4% | +31.2% |
| 6M | +35.9% | -12.0% | +47.9% | +40.9% |
| YTD | +17.8% | +2.5% | +15.3% | +11.8% |
| 1Y | +4.1% | +10.7% | -6.6% | -5.9% |
| 3Y | +5.3% | +53.3% | -48.0% | -24.9% |
| 5Y | -27.2% | +93.6% | -120.8% | -58.2% |
| All | +114.1% | +94.4% | +19.7% | +23.3% |
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