+32,722.5%
NVO vs ADP
+10,707.5%
+22,015.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.2% |
| 7D | +0.1% | -5.5% | +5.6% | +1.5% |
| 30D | -3.2% | -1.2% | -2.0% | -2.9% |
| 3M | +11.5% | +17.9% | -6.4% | +6.9% |
| 6M | +22.9% | +20.3% | +2.6% | +16.8% |
| YTD | -6.8% | +5.8% | -12.6% | -8.4% |
| 1Y | -12.6% | -7.7% | -4.9% | -11.3% |
| 3Y | -49.6% | +14.7% | -64.3% | -51.6% |
| 5Y | +0.6% | +45.8% | -45.2% | -9.6% |
| 10Y | +148.3% | +270.5% | -122.2% | +76.1% |
| All | +32,722.5% | +10,707.5% | +22,015.0% | +12,576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling