+91.3%
NVTS vs TROW
+4.9%
+86.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +6.0% |
| 7D | -1.4% | -3.2% | +1.7% | +3.2% |
| 30D | -16.5% | -4.6% | -11.9% | -10.8% |
| 3M | -47.6% | -0.7% | -47.0% | -50.4% |
| 6M | +7.3% | +22.2% | -14.9% | -27.8% |
| YTD | +62.9% | +6.6% | +56.3% | +36.5% |
| 1Y | +91.3% | +5.8% | +85.5% | +57.0% |
| All | +91.3% | +4.9% | +86.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling