+257.9%
NVS vs DOC
+21.5%
+236.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +12.5% | +6.6% | +5.9% | +10.9% |
| 3M | +5.2% | -1.1% | +6.3% | +5.4% |
| 6M | +8.2% | +4.8% | +3.3% | +6.9% |
| YTD | +19.8% | +32.1% | -12.3% | +12.1% |
| 1Y | +24.8% | +21.9% | +3.0% | +18.8% |
| 3Y | +90.0% | +51.4% | +38.6% | +71.0% |
| 5Y | +134.3% | -21.2% | +155.4% | +140.8% |
| All | +257.9% | +21.5% | +236.4% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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