+24.6%
DECK vs NVS
+135.2%
-110.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | +7.9% | +13.4% | -5.6% | +4.5% |
| 3M | -11.4% | +5.4% | -16.8% | -12.8% |
| 6M | -16.6% | +9.6% | -26.1% | -18.8% |
| YTD | -16.4% | +21.5% | -37.8% | -20.4% |
| 1Y | +8.6% | +32.3% | -23.7% | +1.3% |
| 3Y | -15.1% | +92.9% | -108.0% | -29.6% |
| All | +24.6% | +135.2% | -110.6% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling