+64.3%
DDOG vs NVS
+92.5%
-28.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.3% | +7.2% |
| 7D | +7.7% | -15.4% | +23.0% | +7.9% |
| 30D | -13.6% | -12.3% | -1.3% | -13.4% |
| 3M | -0.9% | -7.8% | +6.9% | -0.9% |
| 6M | +75.2% | -13.0% | +88.2% | +76.4% |
| YTD | +65.7% | +2.8% | +62.9% | +62.4% |
| 1Y | +60.4% | +10.6% | +49.7% | +55.5% |
| 3Y | +130.7% | +55.1% | +75.6% | +107.1% |
| All | +64.3% | +92.5% | -28.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling