-42.2%
DIS vs NVO
-0.6%
-41.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -3.5% | -4.7% | +1.2% | -2.9% |
| 30D | +1.0% | -5.4% | +6.4% | +1.7% |
| 3M | +5.7% | +7.0% | -1.3% | +4.7% |
| 6M | +3.3% | +17.6% | -14.3% | +1.0% |
| YTD | -7.7% | -8.0% | +0.3% | -7.8% |
| 1Y | -10.0% | -13.8% | +3.9% | -9.6% |
| 3Y | +31.7% | -50.3% | +82.0% | +36.5% |
| 5Y | -42.2% | +0.7% | -42.9% | -50.3% |
| All | -42.2% | -0.6% | -41.6% | -50.3% |
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