+1,076.7%
NVS vs DTE
+1,728.8%
-652.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -15.7% | -2.0% | -13.7% | -15.2% |
| 30D | -11.1% | -2.4% | -8.7% | -10.5% |
| 3M | -7.2% | -7.3% | +0.1% | -5.2% |
| 6M | -12.3% | -7.6% | -4.7% | -10.4% |
| YTD | +2.8% | +5.8% | -3.1% | +0.9% |
| 1Y | +11.9% | +2.3% | +9.6% | +10.9% |
| 3Y | +55.1% | +45.0% | +10.1% | +38.1% |
| 5Y | +94.1% | +33.2% | +60.8% | +76.0% |
| 10Y | +181.2% | +141.4% | +39.8% | +107.9% |
| All | +1,076.7% | +1,728.8% | -652.1% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling