+1,269.4%
NVS vs DAR
+541.2%
+728.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | +4.0% | +1.4% | +2.7% | +4.0% |
| 30D | +3.6% | +12.8% | -9.2% | +3.1% |
| 3M | +7.8% | +7.4% | +0.4% | +7.4% |
| 6M | -0.2% | +22.3% | -22.4% | -1.1% |
| YTD | +19.6% | +81.1% | -61.5% | +16.7% |
| 1Y | +28.4% | +106.5% | -78.1% | +24.6% |
| 3Y | +76.2% | +5.3% | +70.9% | +74.3% |
| 5Y | +111.1% | -11.5% | +122.6% | +109.1% |
| 10Y | +224.3% | +353.3% | -129.1% | +201.3% |
| All | +1,269.4% | +541.2% | +728.2% | +1,117.2% |
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