+43.0%
NVTS vs EXEL
+164.8%
-121.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -11.9% | +10.1% | -22.1% | -14.1% |
| 3M | -49.2% | +10.1% | -59.3% | -50.6% |
| 6M | +38.4% | +37.7% | +0.8% | +29.6% |
| YTD | +62.5% | +33.1% | +29.4% | +52.5% |
| 1Y | +101.4% | +52.4% | +49.0% | +86.0% |
| All | +43.0% | +164.8% | -121.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling