+119.9%
MS vs NVO
-19.0%
+138.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.7% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | -0.9% | +7.1% | -8.0% | -1.9% |
| 3M | -13.0% | -11.3% | -1.7% | -11.6% |
| 6M | -2.0% | -9.0% | +7.1% | -1.2% |
| YTD | +7.8% | -14.6% | +22.4% | +8.7% |
| 1Y | +17.9% | -4.9% | +22.7% | +16.9% |
| 3Y | +174.8% | -54.9% | +229.7% | +191.2% |
| 5Y | +119.9% | -18.7% | +138.5% | +91.0% |
| All | +119.9% | -19.0% | +138.9% | +91.0% |
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