-94.2%
NVAX vs SPY
+322.5%
-416.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.2% |
| 7D | -7.8% | -0.8% | -7.1% | -6.8% |
| 30D | +18.3% | -1.1% | +19.4% | +20.1% |
| 3M | +4.3% | +3.9% | +0.5% | -0.9% |
| 6M | -12.8% | +13.6% | -26.4% | -25.7% |
| YTD | +40.2% | +12.7% | +27.5% | +21.1% |
| 1Y | +13.8% | +17.5% | -3.7% | -6.7% |
| 3Y | +20.5% | +76.9% | -56.4% | -40.4% |
| 5Y | -96.1% | +83.6% | -179.7% | -98.1% |
| All | -94.2% | +322.5% | -416.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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