+22,814.0%
DECK vs NVS
+1,312.1%
+21,501.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +4.8% |
| 7D | +10.4% | +5.7% | +4.7% | +8.5% |
| 30D | +11.1% | +17.1% | -6.0% | +5.7% |
| 3M | -10.8% | +7.6% | -18.4% | -13.2% |
| 6M | -8.7% | +14.1% | -22.8% | -13.0% |
| YTD | -14.0% | +23.3% | -37.4% | -20.1% |
| 1Y | +12.0% | +36.0% | -24.0% | +0.9% |
| 3Y | -10.5% | +97.3% | -107.7% | -29.4% |
| 5Y | +28.5% | +137.7% | -109.2% | -5.6% |
| 10Y | +923.3% | +277.8% | +645.5% | +549.6% |
| All | +22,814.0% | +1,312.1% | +21,501.9% | +12,117.3% |
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