+1,193.7%
EWY vs NVO
+4,669.1%
-3,475.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +1.2% | -7.4% | +8.6% | +3.4% |
| 30D | +9.3% | -5.5% | +14.8% | +10.9% |
| 3M | +2.4% | +4.1% | -1.7% | +0.1% |
| 6M | +40.3% | +19.3% | +20.9% | +31.4% |
| YTD | +88.0% | -9.2% | +97.2% | +87.3% |
| 1Y | +143.8% | -15.0% | +158.8% | +146.2% |
| 3Y | +217.8% | -50.9% | +268.6% | +257.7% |
| 5Y | +142.7% | -0.9% | +143.6% | +108.1% |
| 10Y | +291.7% | +152.4% | +139.2% | +134.5% |
| All | +1,193.7% | +4,669.1% | -3,475.4% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling