-99.2%
NVD vs RPRX
+121.0%
-220.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.3% | +9.2% | +4.4% |
| 7D | -7.7% | -2.8% | -4.9% | -7.5% |
| 30D | -5.8% | +7.2% | -13.0% | -6.8% |
| 3M | -23.2% | +10.9% | -34.1% | -24.3% |
| 6M | -49.7% | +34.6% | -84.3% | -51.0% |
| YTD | -47.7% | +59.0% | -106.7% | -50.1% |
| 1Y | -61.3% | +72.5% | -133.9% | -63.4% |
| 3Y | -99.2% | +124.1% | -223.3% | -99.3% |
| All | -99.2% | +121.0% | -220.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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