+113.0%
NVTS vs EXEL
+59.2%
+53.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.7% | +8.4% | -5.7% | -0.9% |
| 30D | -4.5% | +4.1% | -8.5% | -6.4% |
| 3M | -61.5% | +12.4% | -73.9% | -63.8% |
| 6M | +28.0% | +41.5% | -13.6% | +13.1% |
| YTD | +65.3% | +34.6% | +30.6% | +45.6% |
| 1Y | +113.0% | +57.9% | +55.1% | +84.1% |
| All | +113.0% | +59.2% | +53.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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