-20.1%
NVDL vs EXEL
+92.4%
-112.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.2% |
| 7D | -14.0% | +9.8% | -23.8% | -15.2% |
| 30D | -31.2% | +23.6% | -54.8% | -33.7% |
| 3M | -15.5% | +29.9% | -45.4% | -19.4% |
| 6M | -10.3% | +64.7% | -75.0% | -20.6% |
| YTD | -5.8% | +66.0% | -71.8% | -17.4% |
| 1Y | -20.1% | +92.0% | -112.0% | -26.1% |
| All | -20.1% | +92.4% | -112.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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