+36.0%
NVS vs DRI
+34.0%
+2.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +2.4% |
| 7D | +5.7% | +6.5% | -0.8% | +4.1% |
| 30D | +17.1% | +16.4% | +0.7% | +13.3% |
| 3M | +7.6% | +13.6% | -6.0% | +4.7% |
| 6M | +14.1% | +22.0% | -7.9% | +9.2% |
| YTD | +23.3% | +29.3% | -6.0% | +14.9% |
| 1Y | +36.0% | +32.0% | +4.0% | +25.3% |
| All | +36.0% | +34.0% | +2.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling