+36.0%
NVS vs DAR
+63.3%
-27.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.4% |
| 7D | +5.7% | -5.7% | +11.4% | +5.2% |
| 30D | +17.1% | -16.6% | +33.7% | +15.7% |
| 3M | +7.6% | -13.1% | +20.7% | +6.2% |
| 6M | +14.1% | -18.8% | +32.8% | +13.6% |
| YTD | +23.3% | +45.3% | -22.0% | +11.8% |
| 1Y | +36.0% | +60.6% | -24.6% | +19.1% |
| All | +36.0% | +63.3% | -27.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling