+5,666.8%
DPZ vs NVS
+751.8%
+4,915.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +12.8% | +15.0% | -2.2% | +7.1% |
| 3M | -6.2% | +4.8% | -11.1% | -8.5% |
| 6M | +4.3% | +11.3% | -7.0% | -1.0% |
| YTD | -16.6% | +21.0% | -37.6% | -23.4% |
| 1Y | -12.8% | +33.0% | -45.8% | -22.8% |
| 3Y | -0.8% | +93.6% | -94.5% | -25.0% |
| 5Y | -25.8% | +133.4% | -159.2% | -48.4% |
| 10Y | +130.9% | +270.8% | -140.0% | +26.9% |
| All | +5,666.8% | +751.8% | +4,915.0% | +2,128.2% |
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 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