+113.0%
NVTS vs REGN
+46.5%
+66.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.7% |
| 7D | +2.7% | +4.2% | -1.5% | +1.6% |
| 30D | -4.5% | +7.8% | -12.3% | -6.4% |
| 3M | -61.5% | +31.8% | -93.3% | -64.5% |
| 6M | +28.0% | +5.4% | +22.6% | +24.8% |
| YTD | +65.3% | +7.7% | +57.6% | +61.2% |
| 1Y | +113.0% | +46.7% | +66.3% | +113.7% |
| All | +113.0% | +46.5% | +66.5% | +113.7% |
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