+174.9%
NVS vs DTE
+137.8%
+37.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -14.3% | -2.6% | -11.7% | -13.6% |
| 30D | -10.0% | -4.4% | -5.6% | -8.8% |
| 3M | -10.9% | -8.3% | -2.6% | -8.6% |
| 6M | -12.0% | -8.1% | -3.9% | -9.8% |
| YTD | +2.5% | +4.4% | -1.9% | +1.0% |
| 1Y | +10.7% | +0.2% | +10.5% | +10.4% |
| 3Y | +53.3% | +42.6% | +10.7% | +37.2% |
| 5Y | +93.6% | +31.5% | +62.1% | +76.4% |
| All | +174.9% | +137.8% | +37.1% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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