+94.0%
NVS vs DKS
+13.6%
+80.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.3% |
| 7D | -14.3% | -3.0% | -11.3% | -14.1% |
| 30D | -10.0% | -33.4% | +23.4% | -8.5% |
| 3M | -10.9% | -39.4% | +28.5% | -9.1% |
| 6M | -12.0% | -30.1% | +18.1% | -10.8% |
| YTD | +2.5% | -31.0% | +33.5% | +3.9% |
| 1Y | +10.7% | -40.2% | +50.8% | +12.8% |
| 3Y | +53.3% | +30.9% | +22.4% | +49.0% |
| All | +94.0% | +13.6% | +80.3% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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