-48.5%
NVTS vs RGEN
-37.9%
-10.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.5% | -3.2% |
| 7D | +21.6% | -1.2% | +22.8% | +22.7% |
| 30D | -8.5% | -5.1% | -3.4% | -5.4% |
| 3M | -31.4% | +0.5% | -31.9% | -31.7% |
| 6M | -50.3% | +46.6% | -96.9% | -61.2% |
| YTD | +33.9% | +1.6% | +32.3% | +26.6% |
| 1Y | +10.6% | +5.4% | +5.3% | +2.4% |
| 3Y | +52.7% | +12.8% | +39.9% | +25.2% |
| 5Y | -48.5% | -35.6% | -12.9% | -49.1% |
| All | -48.5% | -37.9% | -10.6% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling