-22.5%
DIS vs NVO
-17.6%
-4.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +1.9% | +3.3% | -1.4% | +1.5% |
| 30D | +9.2% | +9.2% | -0.1% | +7.9% |
| 3M | +13.5% | -9.8% | +23.3% | +14.9% |
| 6M | +14.3% | -10.4% | +24.7% | +15.6% |
| YTD | +5.4% | -14.1% | +19.5% | +6.1% |
| 1Y | +12.2% | -11.1% | +23.2% | +12.3% |
| 3Y | +37.2% | -54.9% | +92.1% | +44.6% |
| All | -22.5% | -17.6% | -4.9% | -33.7% |
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