-29.5%
NVCR vs SPY
+374.8%
-404.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | 0.0% |
| 7D | -13.5% | -0.8% | -12.8% | -12.6% |
| 30D | -11.8% | -1.1% | -10.8% | -10.6% |
| 3M | -12.4% | +3.9% | -16.3% | -17.2% |
| 6M | +22.9% | +13.6% | +9.3% | +4.9% |
| YTD | +20.0% | +12.7% | +7.3% | +3.8% |
| 1Y | +21.8% | +17.5% | +4.3% | +0.5% |
| 3Y | -24.3% | +76.9% | -101.2% | -61.3% |
| 5Y | -88.2% | +83.6% | -171.8% | -94.1% |
| 10Y | +91.7% | +320.7% | -229.0% | -64.2% |
| All | -29.5% | +374.8% | -404.3% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling