-50.3%
DOCS vs NVS
+108.7%
-159.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | -1.4% | +4.0% | -5.4% | -1.9% |
| 30D | +21.8% | +3.6% | +18.2% | +21.2% |
| 3M | +27.3% | +7.8% | +19.5% | +25.9% |
| 6M | -0.3% | -0.2% | -0.2% | -0.4% |
| YTD | -40.5% | +19.6% | -60.1% | -42.8% |
| 1Y | -61.5% | +28.4% | -89.9% | -63.6% |
| 3Y | +8.2% | +76.2% | -68.0% | -6.5% |
| 5Y | -73.4% | +111.1% | -184.5% | -77.5% |
| All | -50.3% | +108.7% | -159.0% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling