+189.3%
DOCN vs NVS
+92.3%
+97.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -5.9% | -6.2% |
| 7D | +9.3% | -14.3% | +23.6% | +10.7% |
| 30D | -7.8% | -10.0% | +2.1% | -7.8% |
| 3M | -29.6% | -10.9% | -18.8% | -29.7% |
| 6M | +79.0% | -12.0% | +91.0% | +79.2% |
| YTD | +155.5% | +2.5% | +153.0% | +145.1% |
| 1Y | +236.3% | +10.7% | +225.6% | +215.3% |
| 3Y | +372.0% | +53.3% | +318.7% | +290.3% |
| 5Y | +75.6% | +93.6% | -18.0% | +31.1% |
| All | +189.3% | +92.3% | +97.0% | +122.3% |
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 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