+11.7%
NVO vs DOCS
-21.3%
+32.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | +1.3% | -0.6% | +1.8% | +1.3% |
| 30D | +5.3% | +6.3% | -1.0% | +4.9% |
| 3M | -13.6% | +26.5% | -40.1% | -15.2% |
| 6M | -10.5% | +24.8% | -35.3% | -12.7% |
| YTD | -16.0% | -26.8% | +10.8% | -15.3% |
| 1Y | -7.0% | -38.3% | +31.3% | -5.2% |
| 3Y | -56.1% | +36.0% | -92.2% | -57.7% |
| 5Y | -19.0% | -55.0% | +36.0% | -19.9% |
| All | +11.7% | -21.3% | +32.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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