+92.2%
NVS vs DOC
+43.2%
+49.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.5% | +6.2% | -5.7% | -0.9% |
| 30D | +15.0% | +6.5% | +8.5% | +13.3% |
| 3M | +4.8% | -6.2% | +11.1% | +6.3% |
| 6M | +11.3% | +25.6% | -14.3% | +5.7% |
| YTD | +21.0% | +32.1% | -11.1% | +13.5% |
| 1Y | +33.0% | +20.3% | +12.7% | +27.3% |
| All | +92.2% | +43.2% | +49.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling