-42.8%
INTU vs NVO
-1.1%
-41.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -9.2% | -7.4% | -1.8% | -7.6% |
| 30D | -7.0% | -5.5% | -1.5% | -5.9% |
| 3M | +10.5% | +4.1% | +6.4% | +9.3% |
| 6M | -30.6% | +19.3% | -49.9% | -33.6% |
| YTD | -52.3% | -9.2% | -43.2% | -51.7% |
| 1Y | -51.8% | -15.0% | -36.8% | -50.7% |
| 3Y | -41.8% | -50.9% | +9.0% | -36.0% |
| 5Y | -42.8% | -0.9% | -42.0% | -57.8% |
| All | -42.8% | -1.1% | -41.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling