+22,461.7%
DECK vs NVS
+1,286.0%
+21,175.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | +7.4% | +15.0% | -7.6% | +2.8% |
| 3M | -11.7% | +4.8% | -16.5% | -13.3% |
| 6M | -11.0% | +11.3% | -22.3% | -14.5% |
| YTD | -15.4% | +21.0% | -36.4% | -20.9% |
| 1Y | +7.2% | +33.0% | -25.7% | -2.7% |
| 3Y | -11.8% | +93.6% | -105.5% | -30.1% |
| 5Y | +24.3% | +133.4% | -109.1% | -8.1% |
| 10Y | +907.5% | +270.8% | +636.7% | +543.5% |
| All | +22,461.7% | +1,286.0% | +21,175.7% | +12,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling