-51.9%
NVO vs ADP
+14.5%
-66.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -7.4% | -5.7% | -1.7% | -5.3% |
| 30D | -5.5% | -1.4% | -4.1% | -5.0% |
| 3M | +4.1% | +16.6% | -12.4% | -1.9% |
| 6M | +19.3% | +24.9% | -5.6% | +9.4% |
| YTD | -9.2% | +5.6% | -14.8% | -10.0% |
| 1Y | -15.0% | -6.0% | -9.0% | -12.2% |
| All | -51.9% | +14.5% | -66.4% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling