+22.1%
ALNY vs NVTS
+38.1%
-16.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | -6.5% | -1.4% | -5.1% | -6.5% |
| 30D | +11.0% | -16.5% | +27.6% | +11.2% |
| 3M | -14.1% | -47.6% | +33.6% | -13.2% |
| 6M | -22.4% | +7.3% | -29.7% | -23.2% |
| YTD | -37.5% | +62.9% | -100.3% | -38.8% |
| 1Y | -46.9% | +91.3% | -138.2% | -48.2% |
| 3Y | +22.1% | +43.4% | -21.3% | +18.0% |
| All | +22.1% | +38.1% | -16.1% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling