+489.1%
DDOG vs NVS
+106.2%
+382.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.9% | -14.3% | +18.2% | +7.7% |
| 30D | -8.2% | -10.0% | +1.8% | -6.4% |
| 3M | -5.6% | -10.9% | +5.3% | -3.6% |
| 6M | +73.5% | -12.0% | +85.5% | +77.2% |
| YTD | +62.7% | +2.5% | +60.2% | +56.2% |
| 1Y | +59.0% | +10.7% | +48.3% | +48.1% |
| 3Y | +117.1% | +53.3% | +63.8% | +69.7% |
| 5Y | +61.3% | +93.6% | -32.3% | +5.3% |
| All | +489.1% | +106.2% | +382.9% | +223.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling