+40.1%
GILD vs NVTS
-25.6%
+65.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.8% | +11.8% | -4.0% |
| 7D | +1.2% | -14.6% | +15.7% | +1.1% |
| 30D | +16.2% | -34.3% | +50.5% | +16.0% |
| 3M | +27.9% | -36.4% | +64.3% | +27.7% |
| 6M | +27.1% | -55.2% | +82.3% | +27.5% |
| YTD | +39.0% | +10.1% | +28.9% | +38.8% |
| 1Y | +40.1% | -20.3% | +60.4% | +39.5% |
| All | +40.1% | -25.6% | +65.6% | +39.5% |
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