+2,788.3%
NVDL vs SWK
+32.8%
+2,755.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | +11.7% | -0.4% | +12.1% | +11.9% |
| 30D | +7.8% | -5.7% | +13.6% | +10.8% |
| 3M | +3.3% | +24.1% | -20.8% | -6.5% |
| 6M | +38.9% | +24.7% | +14.2% | +24.7% |
| YTD | +28.5% | +33.9% | -5.5% | +10.4% |
| 1Y | +40.6% | +34.7% | +5.9% | +19.1% |
| 3Y | +648.7% | +15.3% | +633.4% | +519.2% |
| All | +2,788.3% | +32.8% | +2,755.4% | +2,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling