-56.1%
NVO vs AS
+120.4%
-176.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.4% |
| 7D | +2.2% | -4.9% | +7.1% | +2.9% |
| 30D | +6.0% | -19.6% | +25.6% | +9.3% |
| 3M | +7.9% | -14.4% | +22.3% | +10.1% |
| 6M | +27.1% | -20.1% | +47.2% | +30.5% |
| YTD | -3.8% | -20.9% | +17.1% | -0.9% |
| 1Y | -12.8% | -21.9% | +9.0% | -10.3% |
| All | -56.1% | +120.4% | -176.5% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling