-32.5%
NVDL vs SNY
+1.8%
-34.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -1.2% | -17.4% | -19.0% |
| 7D | -28.8% | +8.8% | -37.6% | -26.3% |
| 30D | -44.0% | +18.6% | -62.6% | -40.3% |
| 3M | -35.6% | +9.7% | -45.3% | -32.7% |
| 6M | -25.3% | +8.2% | -33.5% | -22.1% |
| YTD | -23.3% | +2.2% | -25.5% | -21.8% |
| 1Y | -32.5% | +1.0% | -33.5% | -31.4% |
| All | -32.5% | +1.8% | -34.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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