-23.9%
NVDX vs EXEL
+92.4%
-116.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.3% |
| 7D | -14.1% | +9.8% | -23.8% | -15.3% |
| 30D | -31.3% | +23.6% | -55.0% | -33.9% |
| 3M | -16.2% | +29.9% | -46.1% | -20.1% |
| 6M | -11.9% | +64.7% | -76.6% | -22.1% |
| YTD | -9.4% | +66.0% | -75.4% | -20.7% |
| 1Y | -23.9% | +92.0% | -115.8% | -29.8% |
| All | -23.9% | +92.4% | -116.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling