+87.1%
DOCN vs NVS
+128.9%
-41.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | -12.1% | +2.5% | -14.6% | -12.2% |
| 30D | -41.0% | +13.6% | -54.6% | -41.6% |
| 3M | -38.7% | +4.1% | -42.8% | -39.2% |
| 6M | -51.5% | +11.8% | -63.3% | -53.0% |
| YTD | +65.3% | +22.0% | +43.2% | +56.3% |
| 1Y | +53.9% | +32.3% | +21.6% | +42.2% |
| 3Y | +215.6% | +93.6% | +122.0% | +150.4% |
| 5Y | -26.2% | +136.7% | -162.9% | -45.3% |
| All | +87.1% | +128.9% | -41.8% | +41.7% |
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