-53.1%
DOCS vs NVS
+133.8%
-186.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +8.7% | +12.5% | -3.9% | +6.6% |
| 3M | +32.9% | +5.2% | +27.6% | +31.8% |
| 6M | +25.5% | +8.2% | +17.4% | +23.9% |
| YTD | -25.0% | +19.8% | -44.8% | -28.0% |
| 1Y | -34.9% | +24.8% | -59.7% | -38.0% |
| 3Y | +39.3% | +90.0% | -50.7% | +17.1% |
| All | -53.1% | +133.8% | -186.9% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling