-12.9%
NVTS vs RGEN
-37.7%
+24.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +0.5% | -2.9% | +3.4% | +1.9% |
| 30D | -18.0% | -0.1% | -18.0% | -18.0% |
| 3M | -45.6% | +25.9% | -71.6% | -53.3% |
| 6M | +28.5% | +35.2% | -6.8% | +2.8% |
| YTD | +56.2% | +0.5% | +55.7% | +48.9% |
| 1Y | +97.7% | +37.0% | +60.7% | +56.4% |
| 3Y | +35.0% | +2.0% | +33.0% | +17.2% |
| All | -12.9% | -37.7% | +24.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling