+66.4%
DOCN vs NVS
+127.1%
-60.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.8% | -14.0% | -15.7% |
| 7D | -29.3% | +0.5% | -29.8% | -29.3% |
| 30D | -46.0% | +15.0% | -61.0% | -46.6% |
| 3M | -43.2% | +4.8% | -48.0% | -43.8% |
| 6M | -53.7% | +11.3% | -65.0% | -55.1% |
| YTD | +46.9% | +21.0% | +25.9% | +39.0% |
| 1Y | +54.3% | +33.0% | +21.4% | +42.2% |
| 3Y | +185.5% | +93.6% | +91.9% | +125.9% |
| 5Y | -31.1% | +133.4% | -164.5% | -49.0% |
| All | +66.4% | +127.1% | -60.7% | +26.1% |
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