+9.5%
DVN vs NVS
+54.2%
-44.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | +4.5% | -14.3% | +18.8% | +5.3% |
| 30D | +12.0% | -10.0% | +21.9% | +12.4% |
| 3M | +13.4% | -10.9% | +24.3% | +13.8% |
| 6M | +12.1% | -12.0% | +24.1% | +13.0% |
| YTD | +38.8% | +2.5% | +36.3% | +35.8% |
| 1Y | +46.0% | +10.7% | +35.4% | +40.7% |
| 3Y | +9.5% | +53.3% | -43.8% | -2.0% |
| All | +9.5% | +54.2% | -44.7% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling