+26.6%
ALNY vs NVTS
-17.0%
+43.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -3.5% | +3.5% | -7.0% | -3.6% |
| 30D | +18.9% | -11.9% | +30.8% | +19.4% |
| 3M | -13.3% | -49.2% | +35.9% | -11.3% |
| 6M | -20.3% | +38.4% | -58.7% | -23.4% |
| YTD | -35.1% | +62.5% | -97.6% | -38.5% |
| 1Y | -46.5% | +101.4% | -147.9% | -50.2% |
| 3Y | +28.1% | +40.4% | -12.4% | +20.2% |
| All | +26.6% | -17.0% | +43.6% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling