-57.5%
NVO vs AS
+114.1%
-171.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -2.7% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | -3.2% | -22.1% | +18.9% | +0.3% |
| 3M | +11.5% | -15.3% | +26.8% | +14.0% |
| 6M | +22.9% | -15.6% | +38.5% | +25.3% |
| YTD | -6.8% | -23.2% | +16.4% | -3.5% |
| 1Y | -12.6% | -21.7% | +9.0% | -9.9% |
| All | -57.5% | +114.1% | -171.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling