+53.7%
NVS vs DRI
+54.2%
-0.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | -15.4% | -4.8% | -10.6% | -14.7% |
| 30D | -12.3% | -3.9% | -8.4% | -11.8% |
| 3M | -7.8% | +5.1% | -12.9% | -8.5% |
| 6M | -13.0% | +5.5% | -18.5% | -13.8% |
| YTD | +2.8% | +16.5% | -13.7% | +0.1% |
| 1Y | +10.6% | +2.0% | +8.6% | +9.6% |
| All | +53.7% | +54.2% | -0.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling