+479.7%
NEM vs NVO
+32,205.3%
-31,725.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +3.1% | -4.7% | +7.8% | +3.8% |
| 30D | +10.0% | -5.4% | +15.4% | +10.9% |
| 3M | +30.9% | +7.0% | +23.9% | +29.2% |
| 6M | +10.5% | +17.6% | -7.1% | +7.5% |
| YTD | +29.7% | -8.0% | +37.8% | +30.0% |
| 1Y | +71.1% | -13.8% | +85.0% | +72.7% |
| 3Y | +252.1% | -50.3% | +302.4% | +275.4% |
| 5Y | +157.7% | +0.7% | +157.1% | +140.7% |
| 10Y | +319.4% | +155.6% | +163.8% | +229.6% |
| All | +479.7% | +32,205.3% | -31,725.6% | +224.4% |
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