-98.5%
NVD vs SWK
+54.4%
-152.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.3% | +10.3% |
| 7D | +43.9% | +11.3% | +32.6% | +49.7% |
| 30D | +74.0% | +31.5% | +42.6% | +93.9% |
| 3M | +48.3% | +14.4% | +33.9% | +56.2% |
| 6M | +30.3% | +46.4% | -16.1% | +54.3% |
| YTD | -12.9% | +61.6% | -74.5% | +10.0% |
| 1Y | -4.0% | +78.7% | -82.7% | +26.8% |
| 3Y | -98.5% | +54.4% | -152.9% | -97.8% |
| All | -98.5% | +54.4% | -152.9% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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