+84.2%
DOCN vs NVS
+129.5%
-45.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +8.0% |
| 7D | -12.8% | +1.3% | -14.1% | -12.8% |
| 30D | -41.9% | +13.9% | -55.8% | -42.5% |
| 3M | -36.9% | +4.7% | -41.6% | -37.5% |
| 6M | -52.2% | +12.1% | -64.3% | -53.7% |
| YTD | +62.7% | +22.3% | +40.4% | +53.9% |
| 1Y | +58.2% | +33.5% | +24.7% | +45.9% |
| 3Y | +219.5% | +94.7% | +124.7% | +153.1% |
| 5Y | -32.9% | +137.6% | -170.4% | -50.3% |
| All | +84.2% | +129.5% | -45.3% | +39.5% |
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