-69.7%
DOCU vs NVS
+133.6%
-203.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | +10.8% | +12.5% | -1.7% | +8.3% |
| 3M | +38.0% | +5.2% | +32.7% | +36.1% |
| 6M | +77.4% | +8.2% | +69.2% | +73.5% |
| YTD | +17.2% | +19.8% | -2.6% | +10.3% |
| 1Y | +15.6% | +24.8% | -9.2% | +7.3% |
| 3Y | +95.6% | +90.0% | +5.6% | +47.6% |
| 5Y | -69.7% | +134.3% | -204.0% | -81.7% |
| All | -69.7% | +133.6% | -203.3% | -81.7% |
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 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