-37.4%
DOCS vs NVS
+33.1%
-70.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | +7.8% | +13.9% | -6.1% | +6.8% |
| 3M | +20.0% | +4.7% | +15.3% | +19.9% |
| 6M | +26.5% | +12.1% | +14.4% | +28.4% |
| YTD | -25.8% | +22.3% | -48.1% | -29.4% |
| All | -37.4% | +33.1% | -70.6% | -43.8% |
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