-14.6%
DPZ vs NVS
+25.4%
-40.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | +15.5% | +9.3% | +6.2% | +13.2% |
| 3M | -2.0% | +5.8% | -7.8% | -3.7% |
| 6M | +12.1% | +7.2% | +5.0% | +9.4% |
| YTD | -16.6% | +20.0% | -36.5% | -22.3% |
| 1Y | -14.6% | +25.4% | -40.0% | -22.5% |
| All | -14.6% | +25.4% | -40.0% | -22.5% |
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