+43.4%
DLTR vs NVS
+179.5%
-136.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -10.1% | -14.3% | +4.2% | -5.0% |
| 30D | -8.1% | -10.0% | +1.8% | -4.7% |
| 3M | +2.9% | -10.9% | +13.7% | +6.8% |
| 6M | +4.3% | -12.0% | +16.3% | +8.9% |
| YTD | -3.9% | +2.5% | -6.4% | -5.1% |
| 1Y | +18.9% | +10.7% | +8.2% | +14.0% |
| 3Y | +1.9% | +53.3% | -51.4% | -15.4% |
| 5Y | +31.0% | +93.6% | -62.6% | -3.2% |
| All | +43.4% | +179.5% | -136.1% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling