-0.9%
NVO vs APD
+24.4%
-25.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -7.4% | -3.5% | -3.9% | -6.6% |
| 30D | -5.5% | -5.1% | -0.4% | -4.4% |
| 3M | +4.1% | +6.9% | -2.7% | +2.5% |
| 6M | +19.3% | +8.1% | +11.3% | +16.9% |
| YTD | -9.2% | +21.2% | -30.4% | -13.8% |
| 1Y | -15.0% | +4.9% | -19.9% | -16.5% |
| 3Y | -50.9% | +6.3% | -57.2% | -51.8% |
| 5Y | -0.9% | +24.3% | -25.1% | -8.0% |
| All | -0.9% | +24.4% | -25.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling