-9.4%
NVTS vs RGEN
-37.6%
+28.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -2.3% |
| 7D | +3.5% | -4.6% | +8.0% | +5.9% |
| 30D | -11.9% | +1.2% | -13.1% | -12.5% |
| 3M | -49.2% | +26.8% | -76.1% | -56.6% |
| 6M | +38.4% | +29.1% | +9.4% | +13.6% |
| YTD | +62.5% | +0.7% | +61.7% | +54.7% |
| 1Y | +101.4% | +39.1% | +62.3% | +57.9% |
| 3Y | +40.4% | +2.2% | +38.2% | +21.8% |
| All | -9.4% | -37.6% | +28.2% | -13.1% |
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