+52.4%
GEV vs NVO
-7.7%
+60.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.0% | -14.2% | -9.4% |
| 7D | -5.1% | +10.2% | -15.3% | -5.5% |
| 30D | -15.8% | +12.4% | -28.2% | -16.2% |
| 3M | -18.2% | -3.5% | -14.7% | -18.0% |
| 6M | -22.4% | -3.8% | -18.6% | -22.8% |
| YTD | +27.7% | -13.0% | +40.7% | +21.9% |
| 1Y | +52.4% | -8.2% | +60.6% | +40.0% |
| All | +52.4% | -7.7% | +60.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling