+115.7%
NVS vs DOC
-24.5%
+140.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +4.0% | -1.5% | +5.5% | +4.4% |
| 30D | +3.6% | -4.8% | +8.4% | +4.7% |
| 3M | +7.8% | +6.9% | +0.9% | +6.3% |
| 6M | -0.2% | +20.7% | -20.9% | -4.4% |
| YTD | +19.6% | +34.1% | -14.6% | +11.7% |
| 1Y | +28.4% | +22.6% | +5.7% | +22.3% |
| 3Y | +76.2% | +20.8% | +55.4% | +68.2% |
| All | +115.7% | -24.5% | +140.2% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling