+32.4%
DLTR vs NVS
+92.9%
-60.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -10.1% | -14.3% | +4.2% | -6.2% |
| 30D | -8.1% | -10.0% | +1.8% | -5.4% |
| 3M | +2.9% | -10.9% | +13.7% | +6.1% |
| 6M | +4.3% | -12.0% | +16.3% | +7.9% |
| YTD | -3.9% | +2.5% | -6.4% | -4.1% |
| 1Y | +18.9% | +10.7% | +8.2% | +16.6% |
| 3Y | +1.9% | +53.3% | -51.4% | -9.6% |
| All | +32.4% | +92.9% | -60.5% | +12.9% |
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