-3.1%
NVO vs ALL
+115.3%
-118.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -7.6% | -2.3% | -5.3% | -7.4% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -0.8% | +16.0% | -16.8% | -1.7% |
| 6M | +16.5% | +24.6% | -8.1% | +14.8% |
| YTD | -11.1% | +23.7% | -34.8% | -12.5% |
| 1Y | -16.7% | +27.7% | -44.5% | -18.3% |
| 3Y | -52.9% | +150.2% | -203.2% | -56.6% |
| All | -3.1% | +115.3% | -118.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling