+51.5%
DOCN vs NVS
+33.1%
+18.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +8.3% |
| 7D | -12.8% | +1.3% | -14.1% | -12.2% |
| 30D | -41.9% | +13.9% | -55.8% | -38.5% |
| 3M | -36.9% | +4.7% | -41.6% | -34.9% |
| 6M | -52.2% | +12.1% | -64.3% | -51.1% |
| YTD | +62.7% | +22.3% | +40.4% | +64.7% |
| All | +51.5% | +33.1% | +18.4% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling