+66.3%
MA vs NVO
-0.6%
+66.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -3.5% | -4.7% | +1.2% | -2.9% |
| 30D | +0.8% | -5.4% | +6.2% | +1.5% |
| 3M | +14.8% | +7.0% | +7.8% | +13.6% |
| 6M | +10.0% | +17.6% | -7.6% | +7.1% |
| YTD | -0.1% | -8.0% | +7.9% | 0.0% |
| 1Y | -2.2% | -13.8% | +11.6% | -1.5% |
| 3Y | +39.3% | -50.3% | +89.5% | +46.1% |
| 5Y | +66.3% | +0.7% | +65.7% | +39.4% |
| All | +66.3% | -0.6% | +66.9% | +39.4% |
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