+101.7%
DOCU vs NVS
+212.0%
-110.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.8% |
| 7D | -0.4% | -2.8% | +2.4% | +0.5% |
| 30D | +12.9% | +11.5% | +1.5% | +8.7% |
| 3M | +35.1% | +3.7% | +31.4% | +32.5% |
| 6M | +76.2% | +10.4% | +65.8% | +67.8% |
| YTD | +17.2% | +19.8% | -2.6% | +6.8% |
| 1Y | +16.4% | +26.6% | -10.2% | +3.5% |
| 3Y | +95.6% | +90.1% | +5.5% | +38.0% |
| 5Y | -68.5% | +133.4% | -201.9% | -80.7% |
| All | +101.7% | +212.0% | -110.2% | -5.0% |
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