+161.4%
NVS vs DBX
+22.6%
+138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -14.3% | +2.1% | -16.4% | -14.4% |
| 30D | -10.0% | +5.7% | -15.7% | -10.5% |
| 3M | -10.9% | +31.8% | -42.7% | -13.4% |
| 6M | -12.0% | +37.5% | -49.4% | -15.1% |
| YTD | +2.5% | +27.9% | -25.4% | -0.4% |
| 1Y | +10.7% | +15.0% | -4.4% | +8.6% |
| 3Y | +53.3% | +27.2% | +26.1% | +46.5% |
| 5Y | +93.6% | +12.8% | +80.8% | +85.3% |
| All | +161.4% | +22.6% | +138.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling