+55.8%
DOCS vs NVS
+92.6%
-36.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.4% | -4.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | +19.4% | +15.0% | +4.4% | +18.3% |
| 3M | +53.4% | +4.8% | +48.5% | +53.3% |
| 6M | +28.8% | +11.3% | +17.5% | +28.9% |
| YTD | -25.1% | +21.0% | -46.1% | -25.9% |
| 1Y | -48.1% | +33.0% | -81.1% | -49.2% |
| All | +55.8% | +92.6% | -36.8% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling