+20.5%
NVAX vs SPY
+77.0%
-56.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | 0.0% |
| 7D | -7.8% | -0.8% | -7.1% | -6.7% |
| 30D | +18.3% | -1.1% | +19.4% | +20.3% |
| 3M | +4.3% | +3.9% | +0.5% | -1.5% |
| 6M | -12.8% | +13.6% | -26.4% | -27.0% |
| YTD | +40.2% | +12.7% | +27.5% | +19.2% |
| 1Y | +13.8% | +17.5% | -3.7% | -8.5% |
| 3Y | +20.5% | +76.9% | -56.4% | -36.7% |
| All | +20.5% | +77.0% | -56.5% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling