+91.3%
NVTS vs EXEL
+48.5%
+42.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.2% |
| 7D | -1.4% | -4.9% | +3.5% | +0.5% |
| 30D | -16.5% | +11.4% | -27.9% | -20.6% |
| 3M | -47.6% | +4.9% | -52.5% | -49.2% |
| 6M | +7.3% | +34.4% | -27.1% | -2.4% |
| YTD | +62.9% | +28.0% | +34.8% | +47.3% |
| 1Y | +91.3% | +43.6% | +47.6% | +85.1% |
| All | +91.3% | +48.5% | +42.7% | +85.1% |
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