+22.7%
DIS vs NVO
+148.4%
-125.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -1.3% | -7.4% | +6.1% | -0.1% |
| 30D | +2.2% | -5.5% | +7.7% | +3.1% |
| 3M | +8.1% | +4.1% | +4.0% | +7.3% |
| 6M | +5.2% | +19.3% | -14.1% | +2.2% |
| YTD | -6.3% | -9.2% | +2.9% | -6.1% |
| 1Y | -7.3% | -15.0% | +7.7% | -6.5% |
| 3Y | +33.8% | -50.9% | +84.7% | +42.1% |
| 5Y | -40.7% | -0.9% | -39.9% | -46.9% |
| All | +22.7% | +148.4% | -125.7% | -7.0% |
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