+85.2%
F vs NVO
+148.4%
-63.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.4% |
| 7D | -3.7% | -7.4% | +3.7% | -2.6% |
| 30D | -0.7% | -5.5% | +4.8% | +0.1% |
| 3M | -1.9% | +4.1% | -6.0% | -2.7% |
| 6M | +16.1% | +19.3% | -3.3% | +12.7% |
| YTD | +9.5% | -9.2% | +18.6% | +9.6% |
| 1Y | +27.2% | -15.0% | +42.2% | +28.3% |
| 3Y | +36.3% | -50.9% | +87.1% | +45.5% |
| 5Y | +49.3% | -0.9% | +50.1% | +34.0% |
| All | +85.2% | +148.4% | -63.2% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling