+110.9%
DT vs NVS
+95.2%
+15.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -13.9% | +10.8% | +2.8% |
| 7D | -4.9% | -14.6% | +9.7% | +1.3% |
| 30D | +2.7% | -11.9% | +14.6% | +7.5% |
| 3M | +20.0% | -6.0% | +25.9% | +21.2% |
| 6M | +28.0% | -11.4% | +39.4% | +32.3% |
| YTD | +16.0% | +2.9% | +13.1% | +10.0% |
| 1Y | +0.7% | +10.2% | -9.5% | -8.6% |
| 3Y | +6.2% | +55.3% | -49.1% | -24.9% |
| 5Y | -28.1% | +89.6% | -117.8% | -57.9% |
| All | +110.9% | +95.2% | +15.7% | +21.3% |
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 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