+91.7%
NVS vs DAR
-8.0%
+99.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -15.4% | -0.2% | -15.2% | -15.4% |
| 30D | -12.3% | +7.4% | -19.8% | -12.8% |
| 3M | -7.8% | +15.7% | -23.5% | -8.8% |
| 6M | -13.0% | +30.0% | -43.0% | -14.8% |
| YTD | +2.8% | +87.5% | -84.8% | -2.1% |
| 1Y | +10.6% | +113.4% | -102.7% | +4.3% |
| 3Y | +55.1% | +15.3% | +39.8% | +51.3% |
| 5Y | +91.7% | -4.3% | +96.0% | +86.6% |
| All | +91.7% | -8.0% | +99.7% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling