-6.3%
NVTS vs RPRX
+79.6%
-85.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +4.3% |
| 7D | +9.7% | -2.8% | +12.5% | +11.0% |
| 30D | -13.6% | +7.2% | -20.8% | -16.9% |
| 3M | -51.0% | +10.9% | -61.9% | -54.3% |
| 6M | +46.3% | +34.6% | +11.8% | +23.8% |
| YTD | +68.1% | +59.0% | +9.1% | +30.7% |
| 1Y | +113.9% | +72.5% | +41.4% | +59.4% |
| 3Y | +45.3% | +124.1% | -78.8% | -9.9% |
| All | -6.3% | +79.6% | -85.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 all: compounded portfolio wealth divided by compounded RPRX 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…
all analysis · Full analysis span regression · 6 months rolling