+707.3%
NVDL vs SWK
+18.2%
+689.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +11.7% | -0.4% | +12.1% | +11.9% |
| 30D | +7.8% | -5.7% | +13.6% | +10.6% |
| 3M | +3.3% | +24.1% | -20.8% | -6.0% |
| 6M | +38.9% | +24.7% | +14.2% | +25.5% |
| YTD | +28.5% | +33.9% | -5.5% | +11.4% |
| 1Y | +40.6% | +34.7% | +5.9% | +20.5% |
| All | +707.3% | +18.2% | +689.0% | +522.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling