+121.1%
DPZ vs NVS
+257.6%
-136.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +3.7% | +1.3% | +2.3% | +3.3% |
| 30D | +8.0% | +13.9% | -5.8% | +4.1% |
| 3M | -4.2% | +4.7% | -8.9% | -5.9% |
| 6M | +4.6% | +12.1% | -7.5% | +0.4% |
| YTD | -18.4% | +22.3% | -40.8% | -23.8% |
| 1Y | -16.8% | +33.5% | -50.3% | -24.3% |
| 3Y | -5.0% | +94.7% | -99.8% | -23.2% |
| 5Y | -27.8% | +137.6% | -165.4% | -45.4% |
| 10Y | +121.1% | +254.5% | -133.4% | +50.6% |
| All | +121.1% | +257.6% | -136.5% | +50.6% |
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