+24.3%
DECK vs NVS
+134.3%
-110.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | +7.4% | +15.0% | -7.6% | +3.7% |
| 3M | -11.7% | +4.8% | -16.5% | -13.0% |
| 6M | -11.0% | +11.3% | -22.3% | -13.7% |
| YTD | -15.4% | +21.0% | -36.4% | -19.4% |
| 1Y | +7.2% | +33.0% | -25.7% | -0.1% |
| 3Y | -11.8% | +93.6% | -105.5% | -27.0% |
| 5Y | +24.3% | +133.4% | -109.1% | -6.8% |
| All | +24.3% | +134.3% | -110.0% | -6.8% |
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