+649.9%
NVDL vs SNY
-9.6%
+659.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -10.3% | -3.3% | -7.0% | -10.6% |
| 30D | -7.1% | -2.2% | -5.0% | -7.3% |
| 3M | +6.6% | -3.0% | +9.6% | +6.5% |
| 6M | +21.1% | +2.7% | +18.3% | +21.3% |
| YTD | +15.2% | -6.8% | +22.1% | +14.8% |
| 1Y | +18.8% | -5.3% | +24.1% | +18.5% |
| 3Y | +649.9% | -9.8% | +659.7% | +684.1% |
| All | +649.9% | -9.6% | +659.5% | +684.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling