+98.6%
LLY vs NVDX
+871.3%
-772.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -2.1% | +11.6% | -13.8% | -2.7% |
| 30D | -1.6% | +7.5% | -9.2% | -2.2% |
| 3M | +2.3% | +2.1% | +0.2% | +1.7% |
| 6M | +14.9% | +35.5% | -20.6% | +11.2% |
| YTD | +7.5% | +24.1% | -16.7% | +4.3% |
| 1Y | +55.7% | +33.0% | +22.7% | +49.3% |
| All | +98.6% | +871.3% | -772.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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