-10.8%
NVTS vs REGN
+45.3%
-56.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.4% | +13.4% | +9.1% |
| 7D | -0.3% | +14.4% | -14.8% | -1.7% |
| 30D | -24.4% | +28.1% | -52.5% | -27.4% |
| 3M | -26.5% | +22.5% | -49.0% | -29.0% |
| 6M | -41.4% | +31.6% | -73.0% | -45.1% |
| YTD | +30.7% | +21.0% | +9.6% | +26.6% |
| 1Y | -10.8% | +49.0% | -59.8% | +2.1% |
| All | -10.8% | +45.3% | -56.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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