+1,463.3%
NVDL vs SWK
+59.1%
+1,404.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.1% |
| 7D | -26.2% | -2.3% | -23.9% | -25.4% |
| 30D | -43.2% | +30.4% | -73.6% | -50.0% |
| 3M | -40.5% | +12.1% | -52.7% | -43.9% |
| 6M | -45.4% | +49.1% | -94.5% | -54.9% |
| YTD | -30.5% | +60.4% | -90.9% | -45.3% |
| 1Y | -37.1% | +78.3% | -115.4% | -53.2% |
| 3Y | +318.7% | +53.3% | +265.4% | +199.0% |
| All | +1,463.3% | +59.1% | +1,404.2% | +964.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling