-88.0%
NVCR vs SPY
+82.3%
-170.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | -0.2% |
| 7D | -13.5% | -0.8% | -12.8% | -12.5% |
| 30D | -11.8% | -1.1% | -10.8% | -10.4% |
| 3M | -12.4% | +3.9% | -16.3% | -17.9% |
| 6M | +22.9% | +13.6% | +9.3% | +2.3% |
| YTD | +20.0% | +12.7% | +7.3% | +1.4% |
| 1Y | +21.8% | +17.5% | +4.3% | -2.4% |
| 3Y | -24.3% | +76.9% | -101.2% | -65.3% |
| All | -88.0% | +82.3% | -170.3% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling