-27.5%
DPZ vs NVS
+135.2%
-162.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.2% |
| 30D | +10.3% | +13.4% | -3.2% | +6.3% |
| 3M | -6.2% | +5.4% | -11.6% | -8.1% |
| 6M | +4.2% | +9.6% | -5.3% | +0.5% |
| YTD | -18.4% | +21.5% | -39.9% | -24.1% |
| 1Y | -14.9% | +32.3% | -47.3% | -23.1% |
| 3Y | -4.6% | +92.9% | -97.6% | -24.6% |
| All | -27.5% | +135.2% | -162.7% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling