+222.9%
EWY vs NVO
-51.9%
+274.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +3.5% |
| 7D | -0.1% | -7.6% | +7.5% | +0.7% |
| 30D | +7.3% | -6.0% | +13.3% | +7.9% |
| 3M | -5.1% | -0.8% | -4.4% | -5.8% |
| 6M | +42.1% | +16.5% | +25.6% | +37.8% |
| YTD | +94.1% | -11.1% | +105.2% | +92.5% |
| 1Y | +147.8% | -16.7% | +164.5% | +147.4% |
| 3Y | +222.9% | -52.9% | +275.8% | +230.6% |
| All | +222.9% | -51.9% | +274.8% | +230.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling