-30.1%
NVTS vs EXEL
+219.9%
-250.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.0% |
| 7D | +3.9% | -0.8% | +4.8% | +4.3% |
| 30D | -4.3% | +13.1% | -17.5% | -7.3% |
| 3M | -34.5% | +36.3% | -70.8% | -40.1% |
| 6M | -57.7% | +34.5% | -92.3% | -61.3% |
| YTD | +25.4% | +57.4% | -32.1% | +10.1% |
| 1Y | +13.1% | +62.9% | -49.8% | -1.5% |
| 3Y | +48.9% | +229.5% | -180.6% | -3.0% |
| 5Y | -51.8% | +281.2% | -333.0% | -69.6% |
| All | -30.1% | +219.9% | -250.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling