+136.0%
NVO vs ADP
+286.3%
-150.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -7.6% | -2.8% | -4.8% | -6.8% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | -0.8% | +20.5% | -21.3% | -6.6% |
| 6M | +16.5% | +28.8% | -12.3% | +6.8% |
| YTD | -11.1% | +6.6% | -17.7% | -13.2% |
| 1Y | -16.7% | -6.9% | -9.8% | -15.3% |
| 3Y | -52.9% | +16.1% | -69.0% | -55.3% |
| 5Y | -3.0% | +49.3% | -52.3% | -15.8% |
| All | +136.0% | +286.3% | -150.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling