+61.6%
DDOG vs NVO
-12.6%
+74.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.4% |
| 7D | -10.1% | +2.2% | -12.3% | -10.6% |
| 30D | -24.8% | +6.0% | -30.8% | -26.1% |
| 3M | -12.6% | +7.9% | -20.5% | -15.3% |
| 6M | +79.9% | +27.1% | +52.9% | +64.1% |
| YTD | +56.6% | -3.8% | +60.4% | +57.3% |
| 1Y | +61.6% | -12.8% | +74.4% | +75.4% |
| All | +61.6% | -12.6% | +74.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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