+45.3%
NVTS vs BAX
-32.5%
+77.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.9% |
| 7D | +9.7% | -2.4% | +12.1% | +10.5% |
| 30D | -13.6% | -9.7% | -3.9% | -10.9% |
| 3M | -51.0% | +29.3% | -80.2% | -55.6% |
| 6M | +46.3% | +40.7% | +5.7% | +28.3% |
| YTD | +68.1% | +30.3% | +37.8% | +49.4% |
| 1Y | +113.9% | +3.4% | +110.5% | +105.1% |
| 3Y | +45.3% | -32.0% | +77.3% | +45.2% |
| All | +45.3% | -32.5% | +77.8% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling