+467.1%
DDOG vs NVS
+140.5%
+326.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -10.1% | +4.0% | -14.2% | -11.2% |
| 30D | -24.8% | +3.6% | -28.4% | -25.7% |
| 3M | -12.6% | +7.8% | -20.4% | -14.9% |
| 6M | +79.9% | -0.2% | +80.1% | +79.1% |
| YTD | +56.6% | +19.6% | +37.0% | +45.1% |
| 1Y | +61.6% | +28.4% | +33.2% | +45.5% |
| 3Y | +117.9% | +76.2% | +41.7% | +65.7% |
| 5Y | +54.2% | +111.1% | -56.8% | +2.0% |
| All | +467.1% | +140.5% | +326.6% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling