+162.5%
NVS vs DBX
+16.6%
+145.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -11.0% | -13.6% |
| 7D | -14.6% | -1.3% | -13.3% | -14.5% |
| 30D | -11.9% | -2.9% | -9.0% | -11.7% |
| 3M | -6.0% | +23.8% | -29.8% | -8.0% |
| 6M | -11.4% | +26.2% | -37.6% | -13.8% |
| YTD | +2.9% | +21.6% | -18.7% | +0.5% |
| 1Y | +10.2% | +11.4% | -1.2% | +8.5% |
| 3Y | +55.3% | +21.3% | +34.0% | +49.2% |
| 5Y | +89.6% | +6.7% | +83.0% | +82.5% |
| All | +162.5% | +16.6% | +145.9% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling