+258.4%
NVS vs DRI
+331.7%
-73.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | +9.3% | +9.7% | -0.4% | +7.9% |
| 3M | +5.8% | +3.2% | +2.6% | +5.3% |
| 6M | +7.2% | +20.6% | -13.4% | +4.3% |
| YTD | +20.0% | +28.3% | -8.3% | +15.6% |
| 1Y | +25.4% | +34.5% | -9.2% | +20.0% |
| 3Y | +89.2% | +66.5% | +22.7% | +74.7% |
| 5Y | +134.6% | +79.6% | +55.0% | +112.5% |
| All | +258.4% | +331.7% | -73.3% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling