-7.3%
DIS vs NVO
-14.8%
+7.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -1.3% | -7.4% | +6.1% | -0.3% |
| 30D | +2.2% | -5.5% | +7.7% | +2.9% |
| 3M | +8.1% | +4.1% | +4.0% | +7.8% |
| 6M | +5.2% | +19.3% | -14.1% | +3.4% |
| YTD | -6.3% | -9.2% | +2.9% | -7.4% |
| 1Y | -7.3% | -15.0% | +7.7% | -9.4% |
| All | -7.3% | -14.8% | +7.5% | -9.4% |
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