+11.3%
NEE vs NVO
-4.3%
+15.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | 0.0% |
| 7D | -1.3% | -7.6% | +6.2% | -0.6% |
| 30D | -3.3% | -6.0% | +2.6% | -2.8% |
| 3M | -2.3% | -0.8% | -1.5% | -2.3% |
| 6M | -8.9% | +16.5% | -25.3% | -10.4% |
| YTD | +4.8% | -11.1% | +15.9% | +4.9% |
| 1Y | +18.7% | -16.7% | +35.4% | +19.5% |
| 3Y | +33.2% | -52.9% | +86.2% | +37.1% |
| All | +11.3% | -4.3% | +15.6% | -7.3% |
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 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