-9.1%
NVTS vs REGN
+42.3%
-51.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | -1.4% | -5.6% | +4.1% | +1.0% |
| 30D | -16.5% | -2.0% | -14.6% | -16.1% |
| 3M | -47.6% | +28.0% | -75.6% | -53.8% |
| 6M | +7.3% | +1.2% | +6.1% | +5.6% |
| YTD | +62.9% | +1.6% | +61.2% | +60.2% |
| 1Y | +91.3% | +38.2% | +53.0% | +60.9% |
| 3Y | +43.4% | -5.4% | +48.8% | +42.8% |
| All | -9.1% | +42.3% | -51.5% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling