+126.0%
DUK vs NVS
+179.5%
-53.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -0.7% | -14.3% | +13.6% | +4.5% |
| 30D | -2.4% | -10.0% | +7.5% | +0.5% |
| 3M | -3.0% | -10.9% | +7.9% | +0.2% |
| 6M | -6.6% | -12.0% | +5.4% | -3.2% |
| YTD | +4.6% | +2.5% | +2.0% | +1.6% |
| 1Y | +1.2% | +10.7% | -9.4% | -4.9% |
| 3Y | +45.7% | +53.3% | -7.6% | +18.0% |
| 5Y | +40.3% | +93.6% | -53.3% | +1.4% |
| All | +126.0% | +179.5% | -53.5% | +53.4% |
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 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