+43.4%
NVTS vs DGX
+96.4%
-53.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.3% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -16.5% | -1.2% | -15.4% | -16.5% |
| 3M | -47.6% | +15.8% | -63.4% | -47.9% |
| 6M | +7.3% | +18.2% | -10.9% | +6.2% |
| YTD | +62.9% | +37.2% | +25.7% | +56.5% |
| 1Y | +91.3% | +30.4% | +60.9% | +86.3% |
| 3Y | +43.4% | +96.7% | -53.3% | +25.0% |
| All | +43.4% | +96.4% | -53.0% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling