+155.4%
GILD vs NVTS
-16.8%
+172.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | -4.8% | -1.4% | -3.4% | -4.8% |
| 30D | +5.8% | -16.5% | +22.3% | +5.9% |
| 3M | +14.9% | -47.6% | +62.6% | +15.5% |
| 6M | -0.4% | +7.3% | -7.6% | -0.8% |
| YTD | +18.5% | +62.9% | -44.4% | +17.4% |
| 1Y | +25.1% | +91.3% | -66.2% | +23.4% |
| 3Y | +105.9% | +43.4% | +62.5% | +103.4% |
| All | +155.4% | -16.8% | +172.2% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling