-10.8%
NVTS vs BAX
+46.0%
-56.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +8.2% |
| 7D | -0.3% | +4.1% | -4.4% | -1.1% |
| 30D | -24.4% | +9.4% | -33.8% | -25.8% |
| 3M | -26.5% | -6.5% | -20.0% | -25.4% |
| 6M | -41.4% | +59.6% | -101.0% | -49.3% |
| YTD | +30.7% | +38.9% | -8.2% | +19.1% |
| 1Y | -10.8% | +48.0% | -58.8% | -14.4% |
| All | -10.8% | +46.0% | -56.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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