+48.0%
NVTS vs RGEN
+4.3%
+43.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +9.7% | -0.9% | +10.6% | +10.1% |
| 30D | -13.6% | +2.8% | -16.4% | -14.6% |
| 3M | -51.0% | +34.5% | -85.4% | -57.9% |
| 6M | +46.3% | +40.5% | +5.9% | +19.2% |
| YTD | +68.1% | +2.8% | +65.2% | +62.8% |
| 1Y | +113.9% | +39.6% | +74.3% | +75.9% |
| All | +48.0% | +4.3% | +43.7% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling