+1,511.3%
META vs NVO
+292.1%
+1,219.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -15.4% | +5.4% | -20.8% | -16.5% |
| 3M | +3.5% | -11.2% | +14.7% | +6.0% |
| 6M | -0.3% | -10.8% | +10.5% | +1.4% |
| YTD | -7.3% | -16.8% | +9.5% | -5.6% |
| 1Y | -1.1% | -9.0% | +7.9% | -2.1% |
| 3Y | +95.1% | -56.5% | +151.6% | +127.2% |
| 5Y | +80.6% | -20.3% | +100.9% | +68.8% |
| 10Y | +410.1% | +196.5% | +213.7% | +231.0% |
| All | +1,511.3% | +292.1% | +1,219.2% | +1,046.3% |
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