-20.1%
NVDL vs BAX
+46.0%
-66.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.0% | -10.0% | -6.1% |
| 7D | -14.0% | +4.1% | -18.1% | -14.1% |
| 30D | -31.2% | +9.4% | -40.6% | -31.3% |
| 3M | -15.5% | -6.5% | -9.0% | -15.3% |
| 6M | -10.3% | +59.6% | -69.9% | -16.1% |
| YTD | -5.8% | +38.9% | -44.6% | -5.7% |
| 1Y | -20.1% | +48.0% | -68.1% | -15.7% |
| All | -20.1% | +46.0% | -66.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling