+5,542.7%
DPZ vs NVS
+755.1%
+4,787.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.1% |
| 30D | +10.3% | +13.4% | -3.2% | +5.2% |
| 3M | -6.2% | +5.4% | -11.6% | -8.6% |
| 6M | +4.2% | +9.6% | -5.3% | -0.4% |
| YTD | -18.4% | +21.5% | -39.9% | -25.1% |
| 1Y | -14.9% | +32.3% | -47.3% | -24.5% |
| 3Y | -4.6% | +92.9% | -97.6% | -27.8% |
| 5Y | -27.4% | +134.3% | -161.7% | -49.6% |
| 10Y | +125.9% | +272.3% | -146.3% | +24.0% |
| All | +5,542.7% | +755.1% | +4,787.6% | +2,077.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling