+19.8%
DDOG vs NVO
-7.7%
+27.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.0% | -19.4% | -14.9% |
| 7D | -32.2% | +10.2% | -42.4% | -33.2% |
| 30D | -31.7% | +12.4% | -44.1% | -33.0% |
| 3M | -34.5% | -3.5% | -31.0% | -34.3% |
| 6M | +28.7% | -3.8% | +32.4% | +27.6% |
| YTD | +38.8% | -13.0% | +51.7% | +45.0% |
| 1Y | +19.8% | -8.2% | +28.0% | +27.4% |
| All | +19.8% | -7.7% | +27.5% | +27.4% |
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