-54.2%
DOCS vs NVS
+135.2%
-189.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | +17.4% | +13.4% | +4.0% | +15.0% |
| 3M | +57.4% | +5.4% | +51.9% | +56.1% |
| 6M | +26.5% | +9.6% | +17.0% | +24.7% |
| YTD | -26.6% | +21.5% | -48.1% | -29.6% |
| 1Y | -48.1% | +32.3% | -80.4% | -51.2% |
| 3Y | +52.6% | +92.9% | -40.3% | +28.1% |
| All | -54.2% | +135.2% | -189.4% | -63.4% |
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