+132.0%
DPZ vs NVS
+249.7%
-117.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.5% | -2.8% | -0.7% | -2.8% |
| 30D | +5.7% | +11.5% | -5.8% | +2.5% |
| 3M | -7.5% | +3.7% | -11.2% | -8.8% |
| 6M | +6.2% | +10.4% | -4.2% | +2.4% |
| YTD | -19.8% | +19.8% | -39.6% | -24.6% |
| 1Y | -18.0% | +26.6% | -44.6% | -24.2% |
| 3Y | -8.8% | +90.1% | -98.9% | -25.7% |
| 5Y | -30.2% | +133.4% | -163.6% | -46.9% |
| 10Y | +132.0% | +251.0% | -119.0% | +60.0% |
| All | +132.0% | +249.7% | -117.7% | +60.0% |
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