Yes, there is. Just go to the specific game's Nexus site first, then to your download history, and you'll only get the history of files for this specific game. (Notice the game's folder inside the url to your history is always different on each game's site.)
I agree it'd help, if the download history from the "all games" site would also show the game somewhere inside the table, but I think because of my initial line it isn't that way. I for one could very well imagine you simply aren't meant to go to your download history from the all games site instead of an individual game's site either, but that's only to be answered by one of the devs.
Now thinking of it... you couldn't do that on the old site either, viewing your download history for "all games" on one page, or could you?
Oh, and as a general rule, whenever there's a listing you'd like to have filtered "by a specific game", chances are good you just need to access it from first being on said game's file site. (It isn't the first time such a question came up, just about something else than download history, but the solution was the same.)