-24.8%
DPZ vs NVS
+27.7%
-52.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -2.5% | +4.0% | -6.6% | -3.4% |
| 30D | -7.0% | +3.6% | -10.6% | -7.7% |
| 3M | +11.6% | +7.8% | +3.8% | +9.2% |
| 6M | -15.2% | -0.2% | -15.0% | -15.0% |
| YTD | -17.2% | +19.6% | -36.8% | -21.7% |
| 1Y | -24.8% | +28.4% | -53.2% | -30.8% |
| All | -24.8% | +27.7% | -52.6% | -30.8% |
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