+2,672.5%
NVDL vs SWK
+29.1%
+2,643.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -2.7% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -0.7% | -8.9% | +8.2% | +3.7% |
| 3M | +9.5% | +20.5% | -11.0% | +0.3% |
| 6M | +41.6% | +27.1% | +14.5% | +26.1% |
| YTD | +23.3% | +30.2% | -6.9% | +7.4% |
| 1Y | +40.3% | +24.8% | +15.5% | +23.8% |
| 3Y | +692.2% | +16.3% | +675.9% | +550.0% |
| All | +2,672.5% | +29.1% | +2,643.4% | +1,991.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling