-14.5%
DPZ vs NVS
+37.6%
-52.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.9% | +4.6% |
| 7D | +10.1% | +5.7% | +4.4% | +8.7% |
| 30D | +14.6% | +17.1% | -2.5% | +10.8% |
| 3M | -6.8% | +7.6% | -14.4% | -8.8% |
| 6M | +4.4% | +14.1% | -9.7% | -0.4% |
| YTD | -16.8% | +23.3% | -40.1% | -22.3% |
| 1Y | -14.5% | +36.0% | -50.4% | -23.2% |
| All | -14.5% | +37.6% | -52.1% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling