-26.7%
DT vs NVS
+92.5%
-119.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.5% | -15.7% | +13.2% | +0.4% |
| 30D | +3.5% | -11.1% | +14.6% | +5.5% |
| 3M | +26.7% | -7.2% | +33.9% | +27.7% |
| 6M | +36.1% | -12.3% | +48.5% | +38.9% |
| YTD | +18.6% | +2.8% | +15.9% | +15.1% |
| 1Y | +7.9% | +11.9% | -4.1% | +1.5% |
| 3Y | +8.6% | +55.1% | -46.5% | -11.5% |
| 5Y | -26.7% | +94.1% | -120.7% | -47.4% |
| All | -26.7% | +92.5% | -119.1% | -47.4% |
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 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