-8.2%
NVO vs APD
+36.4%
-44.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.6% |
| 7D | +10.2% | +3.8% | +6.4% | +9.5% |
| 30D | +12.4% | +14.1% | -1.7% | +10.2% |
| 3M | -3.5% | +8.2% | -11.7% | -4.7% |
| 6M | -3.8% | +7.5% | -11.3% | -4.7% |
| YTD | -13.0% | +31.7% | -44.6% | -16.3% |
| 1Y | -8.2% | +35.1% | -43.3% | -11.1% |
| All | -8.2% | +36.4% | -44.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling