+1,273.7%
NVS vs DAR
+450.7%
+823.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -1.3% | +11.6% | -12.8% | -1.7% |
| 30D | +9.3% | -10.2% | +19.5% | +9.7% |
| 3M | +5.8% | -14.8% | +20.6% | +6.3% |
| 6M | +7.2% | -10.1% | +17.2% | +7.4% |
| YTD | +20.0% | +55.5% | -35.6% | +17.7% |
| 1Y | +25.4% | +61.7% | -36.3% | +22.8% |
| 3Y | +89.2% | +37.2% | +52.0% | +85.3% |
| 5Y | +134.6% | -26.9% | +161.5% | +133.9% |
| 10Y | +251.4% | +314.4% | -63.1% | +227.5% |
| All | +1,273.7% | +450.7% | +823.0% | +1,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling