-10.8%
NVTS vs CHD
+30.9%
-41.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +13.4% |
| 7D | -0.3% | +6.9% | -7.3% | +12.0% |
| 30D | -24.4% | +17.1% | -41.5% | +0.8% |
| 3M | -26.5% | +9.1% | -35.6% | -13.5% |
| 6M | -41.4% | +21.4% | -62.8% | -10.0% |
| YTD | +30.7% | +34.9% | -4.2% | +133.5% |
| 1Y | -10.8% | +31.0% | -41.8% | +48.7% |
| All | -10.8% | +30.9% | -41.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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