+3.1%
NVO vs DOCS
-73.4%
+76.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.7% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | +6.0% | +21.8% | -15.8% | +3.9% |
| 3M | +7.9% | +27.3% | -19.4% | +5.3% |
| 6M | +27.1% | -0.3% | +27.4% | +26.0% |
| YTD | -3.8% | -40.5% | +36.7% | -1.1% |
| 1Y | -12.8% | -61.5% | +48.7% | -7.7% |
| 3Y | -46.3% | +8.2% | -54.5% | -47.8% |
| All | +3.1% | -73.4% | +76.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling