+53.3%
NVS vs DGX
+96.4%
-43.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -14.3% | -0.9% | -13.4% | -14.0% |
| 30D | -10.0% | -1.2% | -8.8% | -9.6% |
| 3M | -10.9% | +15.8% | -26.7% | -14.7% |
| 6M | -12.0% | +18.2% | -30.1% | -16.3% |
| YTD | +2.5% | +37.2% | -34.7% | -6.7% |
| 1Y | +10.7% | +30.4% | -19.7% | +2.0% |
| 3Y | +53.3% | +96.7% | -43.4% | +29.3% |
| All | +53.3% | +96.4% | -43.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling