+40.8%
NVTS vs RGEN
+42.0%
-1.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.0% |
| 7D | +2.7% | -4.9% | +7.6% | +1.5% |
| 30D | -4.5% | +5.7% | -10.1% | -2.3% |
| 3M | -61.5% | +32.4% | -94.0% | -56.3% |
| All | +40.8% | +42.0% | -1.2% | +51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling