+64.1%
DIA vs NVO
-4.3%
+68.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -1.6% | -7.6% | +6.0% | -0.7% |
| 30D | -2.0% | -6.0% | +3.9% | -1.4% |
| 3M | +3.6% | -0.8% | +4.4% | +3.5% |
| 6M | +11.5% | +16.5% | -4.9% | +9.0% |
| YTD | +10.4% | -11.1% | +21.5% | +10.7% |
| 1Y | +15.6% | -16.7% | +32.3% | +16.5% |
| 3Y | +58.9% | -52.9% | +111.8% | +66.3% |
| All | +64.1% | -4.3% | +68.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling