+649.9%
NVDL vs EXEL
+154.7%
+495.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -10.3% | -4.9% | -5.4% | -10.0% |
| 30D | -7.1% | +11.4% | -18.5% | -7.8% |
| 3M | +6.6% | +4.9% | +1.7% | +6.1% |
| 6M | +21.1% | +34.4% | -13.4% | +18.4% |
| YTD | +15.2% | +28.0% | -12.8% | +12.9% |
| 1Y | +18.8% | +43.6% | -24.8% | +16.3% |
| 3Y | +649.9% | +155.2% | +494.7% | +889.5% |
| All | +649.9% | +154.7% | +495.2% | +889.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling