+133.4%
NVS vs DOC
-22.1%
+155.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.5% | +6.2% | -5.7% | -0.8% |
| 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% | +5.6% |
| YTD | +21.0% | +32.1% | -11.1% | +13.5% |
| 1Y | +33.0% | +20.3% | +12.7% | +27.1% |
| 3Y | +93.6% | +42.7% | +50.9% | +77.8% |
| 5Y | +133.4% | -22.2% | +155.6% | +144.5% |
| All | +133.4% | -22.1% | +155.5% | +144.5% |
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 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