-38.8%
DOCS vs NVS
+112.9%
-151.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | +6.3% | +13.6% | -7.3% | +4.1% |
| 3M | +26.5% | +4.1% | +22.4% | +25.6% |
| 6M | +24.8% | +11.8% | +13.0% | +22.5% |
| YTD | -26.8% | +22.0% | -48.8% | -29.9% |
| 1Y | -38.3% | +32.3% | -70.6% | -42.0% |
| 3Y | +36.0% | +93.6% | -57.5% | +14.3% |
| 5Y | -55.0% | +136.7% | -191.7% | -63.7% |
| All | -38.8% | +112.9% | -151.8% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling