-51.9%
NVO vs A
+28.1%
-80.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -7.4% | -4.6% | -2.8% | -5.9% |
| 30D | -5.5% | -4.3% | -1.2% | -4.2% |
| 3M | +4.1% | +8.9% | -4.8% | +0.9% |
| 6M | +19.3% | +24.5% | -5.2% | +9.5% |
| YTD | -9.2% | +5.8% | -15.0% | -11.6% |
| 1Y | -15.0% | +16.2% | -31.2% | -20.1% |
| All | -51.9% | +28.1% | -80.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling