-17.3%
META vs NVO
-12.6%
-4.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +6.7% | +2.2% | +4.5% | +6.4% |
| 30D | +4.8% | +6.0% | -1.2% | +4.0% |
| 3M | -1.6% | +7.9% | -9.5% | -3.0% |
| 6M | -7.5% | +27.1% | -34.5% | -11.2% |
| YTD | -6.4% | -3.8% | -2.6% | -7.2% |
| 1Y | -17.3% | -12.8% | -4.5% | -16.7% |
| All | -17.3% | -12.6% | -4.8% | -16.7% |
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 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