+906.1%
NVDX vs EXEL
+177.6%
+728.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +11.6% | +8.4% | +3.2% | +11.2% |
| 30D | +7.5% | +4.1% | +3.5% | +7.3% |
| 3M | +2.1% | +12.4% | -10.3% | +1.4% |
| 6M | +35.5% | +41.5% | -6.0% | +33.1% |
| YTD | +24.1% | +34.6% | -10.5% | +22.0% |
| 1Y | +33.0% | +57.9% | -24.9% | +31.0% |
| All | +906.1% | +177.6% | +728.5% | +1,341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling