+60.3%
DOCS vs NVS
+92.9%
-32.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.9% |
| 3M | +20.0% | +4.7% | +15.3% | +19.8% |
| 6M | +26.5% | +12.1% | +14.4% | +26.5% |
| YTD | -25.8% | +22.3% | -48.1% | -26.6% |
| 1Y | -39.5% | +33.5% | -73.0% | -40.7% |
| 3Y | +60.3% | +94.7% | -34.4% | +53.2% |
| All | +60.3% | +92.9% | -32.5% | +53.2% |
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