+94.4%
NVS vs DOV
+13.8%
+80.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -15.7% | -1.9% | -13.8% | -15.5% |
| 30D | -11.1% | -9.9% | -1.2% | -9.5% |
| 3M | -7.2% | -12.1% | +4.9% | -5.3% |
| 6M | -12.3% | -10.4% | -1.9% | -10.9% |
| YTD | +2.8% | -3.3% | +6.1% | +2.9% |
| 1Y | +11.9% | +7.8% | +4.2% | +9.8% |
| 3Y | +55.1% | +36.3% | +18.7% | +42.7% |
| All | +94.4% | +13.8% | +80.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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