+80.0%
NVS vs DUOL
+1.6%
+78.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -14.3% | -7.0% | -7.3% | -14.2% |
| 30D | -10.0% | +6.7% | -16.7% | -10.0% |
| 3M | -10.9% | +16.0% | -26.9% | -11.0% |
| 6M | -12.0% | +45.4% | -57.4% | -12.4% |
| YTD | +2.5% | -18.1% | +20.6% | +2.8% |
| 1Y | +10.7% | -53.6% | +64.2% | +12.0% |
| 3Y | +53.3% | -11.0% | +64.3% | +52.0% |
| 5Y | +93.6% | -17.1% | +110.7% | +88.4% |
| All | +80.0% | +1.6% | +78.4% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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