+1,558.3%
NVDL vs SWK
+62.5%
+1,495.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.8% | -11.6% | -9.9% |
| 7D | -23.4% | +10.7% | -34.0% | -27.0% |
| 30D | -41.3% | +33.3% | -74.6% | -48.8% |
| 3M | -40.6% | +14.7% | -55.3% | -44.5% |
| 6M | -39.8% | +48.5% | -88.3% | -50.2% |
| YTD | -26.2% | +63.9% | -90.1% | -42.5% |
| 1Y | -30.0% | +80.4% | -110.4% | -48.1% |
| 3Y | +364.0% | +58.1% | +305.9% | +226.5% |
| All | +1,558.3% | +62.5% | +1,495.8% | +1,019.1% |
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