+258.4%
NVS vs DOC
+21.2%
+237.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +9.3% | +7.7% | +1.5% | +7.5% |
| 3M | +5.8% | -2.0% | +7.8% | +6.2% |
| 6M | +7.2% | +5.9% | +1.3% | +5.7% |
| YTD | +20.0% | +31.8% | -11.9% | +12.3% |
| 1Y | +25.4% | +22.5% | +2.8% | +19.2% |
| 3Y | +89.2% | +54.7% | +34.5% | +69.5% |
| 5Y | +134.6% | -21.3% | +155.9% | +141.3% |
| All | +258.4% | +21.2% | +237.2% | +231.5% |
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