+738.7%
NVS vs DKS
+6,026.4%
-5,287.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -15.4% | -2.9% | -12.5% | -15.1% |
| 30D | -12.3% | -37.7% | +25.4% | -8.9% |
| 3M | -7.8% | -38.9% | +31.1% | -4.1% |
| 6M | -13.0% | -31.1% | +18.1% | -10.6% |
| YTD | +2.8% | -31.8% | +34.6% | +5.6% |
| 1Y | +10.6% | -38.0% | +48.7% | +14.5% |
| 3Y | +55.1% | +28.6% | +26.4% | +46.5% |
| 5Y | +91.7% | +12.5% | +79.1% | +79.1% |
| 10Y | +181.2% | +198.3% | -17.1% | +122.5% |
| All | +738.7% | +6,026.4% | -5,287.8% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling