-20.1%
NVDL vs SWK
+87.6%
-107.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +13.1% | -19.2% | -8.7% |
| 7D | -14.0% | +17.9% | -31.9% | -17.5% |
| 30D | -31.2% | +31.9% | -63.1% | -36.4% |
| 3M | -15.5% | +16.6% | -32.1% | -18.6% |
| 6M | -10.3% | +61.1% | -71.4% | -21.6% |
| YTD | -5.8% | +64.2% | -70.0% | -19.2% |
| 1Y | -20.1% | +85.2% | -105.3% | -30.8% |
| All | -20.1% | +87.6% | -107.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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