+606.9%
GEV vs NVO
-62.9%
+669.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.7% |
| 7D | -1.9% | -7.4% | +5.5% | -0.8% |
| 30D | -8.7% | -5.5% | -3.2% | -8.0% |
| 3M | +6.6% | +4.1% | +2.5% | +5.0% |
| 6M | +10.2% | +19.3% | -9.1% | +5.3% |
| YTD | +41.6% | -9.2% | +50.8% | +40.7% |
| 1Y | +43.9% | -15.0% | +58.9% | +44.3% |
| All | +606.9% | -62.9% | +669.8% | +781.7% |
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