+19.8%
DDOG vs NVS
+37.6%
-17.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.6% | -18.0% | -13.1% |
| 7D | -32.2% | +5.7% | -37.9% | -30.7% |
| 30D | -31.7% | +17.1% | -48.8% | -28.3% |
| 3M | -34.5% | +7.6% | -42.1% | -31.9% |
| 6M | +28.7% | +14.1% | +14.6% | +36.0% |
| YTD | +38.8% | +23.3% | +15.5% | +34.2% |
| 1Y | +19.8% | +36.0% | -16.2% | +7.3% |
| All | +19.8% | +37.6% | -17.8% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling