+94.4%
NVS vs DBX
+10.1%
+84.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -15.7% | -1.8% | -13.9% | -15.6% |
| 30D | -11.1% | +2.8% | -13.9% | -11.2% |
| 3M | -7.2% | +26.8% | -33.9% | -8.5% |
| 6M | -12.3% | +32.8% | -45.1% | -13.9% |
| YTD | +2.8% | +26.1% | -23.3% | +1.3% |
| 1Y | +11.9% | +14.1% | -2.2% | +11.1% |
| 3Y | +55.1% | +25.7% | +29.3% | +50.5% |
| All | +94.4% | +10.1% | +84.3% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling