+1,269.4%
NVS vs DRI
+8,183.1%
-6,913.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | +3.6% | +3.8% | -0.3% | +3.0% |
| 3M | +7.8% | +13.0% | -5.2% | +5.9% |
| 6M | -0.2% | +8.3% | -8.5% | -1.5% |
| YTD | +19.6% | +20.6% | -1.0% | +16.2% |
| 1Y | +28.4% | +6.5% | +21.9% | +26.7% |
| 3Y | +76.2% | +53.7% | +22.5% | +64.2% |
| 5Y | +111.1% | +72.7% | +38.4% | +91.9% |
| 10Y | +224.3% | +363.2% | -138.9% | +143.7% |
| All | +1,269.4% | +8,183.1% | -6,913.8% | +562.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling