+1,527.5%
META vs NVO
+353.2%
+1,174.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +6.7% | +2.2% | +4.5% | +6.1% |
| 30D | +4.8% | +6.0% | -1.2% | +3.2% |
| 3M | -1.6% | +7.9% | -9.5% | -4.0% |
| 6M | -7.5% | +27.1% | -34.5% | -13.7% |
| YTD | -6.4% | -3.8% | -2.6% | -7.5% |
| 1Y | -17.3% | -12.8% | -4.5% | -16.7% |
| 3Y | +109.9% | -46.3% | +156.2% | +132.0% |
| 5Y | +65.4% | +3.6% | +61.8% | +44.5% |
| 10Y | +391.8% | +157.0% | +234.8% | +229.5% |
| All | +1,527.5% | +353.2% | +1,174.2% | +1,022.9% |
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