-16.5%
ABT vs NVTS
+109.2%
-125.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -0.1% |
| 7D | -3.7% | +2.7% | -6.4% | -3.5% |
| 30D | +2.5% | -4.5% | +6.9% | +2.3% |
| 3M | +20.2% | -61.5% | +81.7% | +16.4% |
| 6M | -2.9% | +28.0% | -30.9% | -1.3% |
| YTD | -11.9% | +65.3% | -77.2% | -10.0% |
| 1Y | -16.5% | +113.0% | -129.5% | -18.3% |
| All | -16.5% | +109.2% | -125.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling