+268.8%
NVS vs DOC
+15.7%
+253.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.1% | +6.5% | -5.4% | -0.3% |
| 30D | +13.4% | +9.2% | +4.3% | +11.3% |
| 3M | +5.4% | -2.5% | +7.9% | +5.9% |
| 6M | +9.6% | +7.1% | +2.5% | +7.9% |
| YTD | +21.5% | +33.0% | -11.5% | +13.7% |
| 1Y | +32.3% | +23.3% | +9.1% | +25.8% |
| 3Y | +92.9% | +44.9% | +48.0% | +75.6% |
| 5Y | +134.3% | -21.6% | +155.9% | +141.0% |
| All | +268.8% | +15.7% | +253.1% | +243.0% |
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