+649.9%
NVDL vs BAX
-35.4%
+685.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -10.3% | -7.9% | -2.5% | -9.4% |
| 30D | -7.1% | -11.7% | +4.5% | -5.7% |
| 3M | +6.6% | +16.2% | -9.6% | +3.4% |
| 6M | +21.1% | +32.0% | -10.9% | +14.2% |
| YTD | +15.2% | +24.7% | -9.5% | +9.3% |
| 1Y | +18.8% | -2.6% | +21.4% | +17.5% |
| 3Y | +649.9% | -35.0% | +684.9% | +665.5% |
| All | +649.9% | -35.4% | +685.3% | +665.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling