+72.2%
DOCU vs NVS
+211.3%
-139.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.3% |
| 7D | +6.9% | +4.0% | +2.9% | +5.3% |
| 30D | +19.0% | +3.6% | +15.4% | +17.3% |
| 3M | +34.3% | +7.8% | +26.5% | +29.9% |
| 6M | +48.0% | -0.2% | +48.2% | +46.9% |
| YTD | 0.0% | +19.6% | -19.6% | -8.4% |
| 1Y | -10.3% | +28.4% | -38.6% | -20.7% |
| 3Y | +32.4% | +76.2% | -43.8% | -2.3% |
| 5Y | -77.9% | +111.1% | -189.0% | -85.6% |
| All | +72.2% | +211.3% | -139.2% | -18.5% |
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 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