-47.3%
DOCS vs NVS
+37.6%
-85.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.8% | +6.0% |
| 7D | +1.2% | +5.7% | -4.5% | +0.7% |
| 30D | +21.3% | +17.1% | +4.2% | +20.0% |
| 3M | +58.4% | +7.6% | +50.7% | +58.7% |
| 6M | +39.3% | +14.1% | +25.2% | +41.3% |
| YTD | -21.7% | +23.3% | -45.0% | -26.4% |
| 1Y | -47.3% | +36.0% | -83.3% | -54.1% |
| All | -47.3% | +37.6% | -85.0% | -54.1% |
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 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