+48.9%
NVTS vs SWK
+50.7%
-1.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.6% |
| 7D | +3.9% | -1.4% | +5.3% | +5.3% |
| 30D | -4.3% | +25.5% | -29.8% | -20.9% |
| 3M | -34.5% | +11.8% | -46.3% | -40.3% |
| 6M | -57.7% | +48.7% | -106.4% | -69.6% |
| YTD | +25.4% | +57.2% | -31.8% | -15.3% |
| 1Y | +13.1% | +75.3% | -62.1% | -30.6% |
| 3Y | +48.9% | +51.9% | -3.0% | -2.3% |
| All | +48.9% | +50.7% | -1.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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