-10.8%
NVTS vs DGX
+45.0%
-55.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +9.8% |
| 7D | -0.3% | +4.1% | -4.4% | +0.6% |
| 30D | -24.4% | +10.5% | -34.9% | -22.3% |
| 3M | -26.5% | +9.8% | -36.3% | -24.5% |
| 6M | -41.4% | +34.6% | -75.9% | -38.1% |
| YTD | +30.7% | +49.8% | -19.1% | +28.3% |
| 1Y | -10.8% | +46.0% | -56.8% | -11.3% |
| All | -10.8% | +45.0% | -55.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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