+30.9%
DOCU vs NVS
+78.3%
-47.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.5% |
| 7D | +6.9% | +4.0% | +2.9% | +7.3% |
| 30D | +19.0% | +3.6% | +15.4% | +19.4% |
| 3M | +34.3% | +7.8% | +26.5% | +35.3% |
| 6M | +48.0% | -0.2% | +48.2% | +49.1% |
| YTD | 0.0% | +19.6% | -19.6% | +0.1% |
| 1Y | -10.3% | +28.4% | -38.6% | -10.4% |
| All | +30.9% | +78.3% | -47.4% | +29.2% |
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