+95.5%
DOCU vs NVS
+217.7%
-122.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -3.4% | +2.5% | -5.9% | -4.2% |
| 30D | +9.3% | +13.6% | -4.3% | +4.5% |
| 3M | +30.2% | +4.1% | +26.1% | +27.6% |
| 6M | +62.1% | +11.8% | +50.3% | +53.9% |
| YTD | +13.5% | +22.0% | -8.5% | +2.9% |
| 1Y | +11.5% | +32.3% | -20.8% | -2.6% |
| 3Y | +89.5% | +93.6% | -4.1% | +32.9% |
| 5Y | -69.6% | +136.7% | -206.3% | -81.4% |
| All | +95.5% | +217.7% | -122.2% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling