+70.5%
DOCN vs NVS
+127.9%
-57.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | -19.2% | +1.1% | -20.2% | -19.2% |
| 30D | -43.1% | +13.4% | -56.5% | -43.6% |
| 3M | -40.7% | +5.4% | -46.1% | -41.4% |
| 6M | -55.0% | +9.6% | -64.5% | -56.1% |
| YTD | +50.6% | +21.5% | +29.1% | +42.5% |
| 1Y | +54.0% | +32.3% | +21.6% | +42.1% |
| 3Y | +203.9% | +92.9% | +111.0% | +141.1% |
| 5Y | -29.4% | +134.3% | -163.7% | -47.7% |
| All | +70.5% | +127.9% | -57.4% | +29.2% |
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