+489.1%
DDOG vs NVO
+94.5%
+394.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +3.9% | -7.6% | +11.5% | +5.9% |
| 30D | -8.2% | -6.0% | -2.2% | -7.0% |
| 3M | -5.6% | -0.8% | -4.8% | -6.3% |
| 6M | +73.5% | +16.5% | +57.1% | +64.4% |
| YTD | +62.7% | -11.1% | +73.8% | +64.9% |
| 1Y | +59.0% | -16.7% | +75.7% | +63.1% |
| 3Y | +117.1% | -52.9% | +170.0% | +144.6% |
| 5Y | +61.3% | -3.0% | +64.3% | +15.9% |
| All | +489.1% | +94.5% | +394.6% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling