+154.5%
DPZ vs NVS
+220.0%
-65.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -2.5% | +4.0% | -6.6% | -3.7% |
| 30D | -7.0% | +3.6% | -10.6% | -8.0% |
| 3M | +11.6% | +7.8% | +3.8% | +8.8% |
| 6M | -15.2% | -0.2% | -15.0% | -15.4% |
| YTD | -17.2% | +19.6% | -36.8% | -21.9% |
| 1Y | -24.8% | +28.4% | -53.2% | -30.7% |
| 3Y | -8.7% | +76.2% | -84.9% | -23.7% |
| 5Y | -28.9% | +111.1% | -140.0% | -44.3% |
| All | +154.5% | +220.0% | -65.5% | +83.2% |
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 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