-1.8%
DECK vs NVS
+78.3%
-80.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.8% |
| 7D | -2.2% | +4.0% | -6.2% | -2.9% |
| 30D | -13.6% | +3.6% | -17.2% | -14.1% |
| 3M | -21.2% | +7.8% | -29.1% | -22.2% |
| 6M | -21.1% | -0.2% | -20.9% | -21.5% |
| YTD | -17.2% | +19.6% | -36.8% | -18.5% |
| 1Y | -30.7% | +28.4% | -59.1% | -32.2% |
| All | -1.8% | +78.3% | -80.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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