+848.3%
NVDX vs EXEL
+174.4%
+674.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.0% |
| 7D | -0.9% | -0.3% | -0.5% | -0.9% |
| 30D | +3.0% | +10.1% | -7.2% | +2.5% |
| 3M | +6.8% | +10.1% | -3.3% | +6.2% |
| 6M | +28.6% | +37.7% | -9.1% | +26.4% |
| YTD | +17.0% | +33.1% | -16.1% | +15.1% |
| 1Y | +27.0% | +52.4% | -25.4% | +25.2% |
| All | +848.3% | +174.4% | +674.0% | +1,259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling