+174.9%
NVS vs DD
+66.6%
+108.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -14.3% | -3.5% | -10.8% | -13.7% |
| 30D | -10.0% | -11.7% | +1.7% | -7.8% |
| 3M | -10.9% | -9.2% | -1.7% | -9.4% |
| 6M | -12.0% | -7.2% | -4.8% | -11.1% |
| YTD | +2.5% | +6.6% | -4.1% | +0.6% |
| 1Y | +10.7% | +32.0% | -21.3% | +3.8% |
| 3Y | +53.3% | +42.1% | +11.2% | +39.2% |
| 5Y | +93.6% | +58.1% | +35.5% | +68.7% |
| All | +174.9% | +66.6% | +108.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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