-14.0%
META vs NVO
-14.8%
+0.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +5.5% | -7.4% | +12.9% | +6.5% |
| 30D | +7.6% | -5.5% | +13.1% | +8.3% |
| 3M | +13.0% | +4.1% | +8.8% | +11.8% |
| 6M | -1.3% | +19.3% | -20.6% | -4.6% |
| YTD | -2.2% | -9.2% | +7.0% | -2.4% |
| 1Y | -14.0% | -15.0% | +1.0% | -12.7% |
| All | -14.0% | -14.8% | +0.7% | -12.7% |
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