+105.1%
DOCN vs NVS
+124.8%
-19.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +9.7% |
| 7D | +3.7% | -2.8% | +6.5% | +3.9% |
| 30D | -33.7% | +11.5% | -45.1% | -34.2% |
| 3M | -27.9% | +3.7% | -31.6% | -28.6% |
| 6M | -46.4% | +10.4% | -56.8% | -48.1% |
| YTD | +81.1% | +19.8% | +61.3% | +71.5% |
| 1Y | +74.3% | +26.6% | +47.7% | +62.5% |
| 3Y | +245.8% | +90.1% | +155.7% | +174.7% |
| 5Y | -23.7% | +133.4% | -157.1% | -43.4% |
| All | +105.1% | +124.8% | -19.8% | +55.5% |
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