+386.2%
DVN vs NVS
+1,076.7%
-690.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.5% | -15.7% | +18.2% | +9.8% |
| 30D | +10.2% | -11.1% | +21.3% | +14.9% |
| 3M | +8.1% | -7.2% | +15.3% | +10.2% |
| 6M | +15.9% | -12.3% | +28.2% | +20.3% |
| YTD | +38.2% | +2.8% | +35.5% | +33.1% |
| 1Y | +44.5% | +11.9% | +32.5% | +33.2% |
| 3Y | +5.1% | +55.1% | -49.9% | -18.6% |
| 5Y | +124.3% | +94.1% | +30.3% | +53.8% |
| 10Y | +65.9% | +181.2% | -115.3% | -3.1% |
| All | +386.2% | +1,076.7% | -690.5% | +95.2% |
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