+60.8%
NVS vs NVDX
+772.1%
-711.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -14.3% | -10.2% | -4.1% | -14.4% |
| 30D | -10.0% | -7.3% | -2.6% | -10.0% |
| 3M | -10.9% | +5.5% | -16.4% | -10.6% |
| 6M | -12.0% | +18.3% | -30.3% | -11.5% |
| YTD | +2.5% | +11.4% | -8.9% | +3.0% |
| 1Y | +10.7% | +12.7% | -2.0% | +11.4% |
| All | +60.8% | +772.1% | -711.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 5y: compounded portfolio wealth divided by compounded NVDX 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…
5y analysis · Full analysis span regression · 6 months rolling