+1,269.4%
NVS vs DOC
+689.9%
+579.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +4.0% | -1.5% | +5.5% | +4.3% |
| 30D | +3.6% | -4.8% | +8.4% | +4.5% |
| 3M | +7.8% | +6.9% | +0.9% | +6.4% |
| 6M | -0.2% | +20.7% | -20.9% | -4.0% |
| YTD | +19.6% | +34.1% | -14.6% | +12.6% |
| 1Y | +28.4% | +22.6% | +5.7% | +22.9% |
| 3Y | +76.2% | +20.8% | +55.4% | +67.5% |
| 5Y | +111.1% | -24.9% | +135.9% | +117.4% |
| 10Y | +224.3% | -1.8% | +226.1% | +206.6% |
| All | +1,269.4% | +689.9% | +579.5% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling