+76.7%
DDOG vs NVS
+90.8%
-14.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.1% |
| 7D | +2.9% | -1.3% | +4.1% | +2.6% |
| 30D | -31.6% | +9.3% | -40.9% | -30.3% |
| 3M | -27.0% | +5.8% | -32.8% | -25.6% |
| 6M | -10.3% | +7.2% | -17.5% | -8.2% |
| YTD | +35.4% | +20.0% | +15.5% | +39.4% |
| 1Y | -1.0% | +25.4% | -26.4% | +2.1% |
| 3Y | +76.7% | +89.2% | -12.6% | +97.2% |
| All | +76.7% | +90.8% | -14.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling