-30.2%
DPZ vs NVS
+133.2%
-163.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.5% | -2.8% | -0.7% | -2.7% |
| 30D | +5.7% | +11.5% | -5.8% | +2.4% |
| 3M | -7.5% | +3.7% | -11.2% | -8.9% |
| 6M | +6.2% | +10.4% | -4.2% | +2.1% |
| YTD | -19.8% | +19.8% | -39.6% | -25.1% |
| 1Y | -18.0% | +26.6% | -44.6% | -24.8% |
| 3Y | -8.8% | +90.1% | -98.9% | -27.6% |
| 5Y | -30.2% | +133.4% | -163.6% | -50.2% |
| All | -30.2% | +133.2% | -163.4% | -50.2% |
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 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