+499.9%
DDOG vs NVO
+101.3%
+398.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.5% | +7.5% |
| 7D | +7.7% | -4.7% | +12.4% | +8.9% |
| 30D | -13.6% | -5.4% | -8.2% | -12.6% |
| 3M | -0.9% | +7.0% | -7.9% | -3.5% |
| 6M | +75.2% | +17.6% | +57.6% | +65.8% |
| YTD | +65.7% | -8.0% | +73.7% | +66.5% |
| 1Y | +60.4% | -13.8% | +74.2% | +63.2% |
| 3Y | +130.7% | -50.3% | +180.9% | +155.7% |
| 5Y | +59.9% | +0.7% | +59.2% | +13.7% |
| All | +499.9% | +101.3% | +398.7% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling