+0.7%
NVO vs B
+154.7%
-154.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -4.7% | +1.0% | -5.8% | -4.9% |
| 30D | -5.4% | +9.5% | -14.9% | -6.6% |
| 3M | +7.0% | +14.3% | -7.4% | +4.7% |
| 6M | +17.6% | -1.9% | +19.5% | +17.2% |
| YTD | -8.0% | +4.1% | -12.1% | -9.5% |
| 1Y | -13.8% | +56.1% | -70.0% | -19.7% |
| 3Y | -50.3% | +202.0% | -252.3% | -57.2% |
| 5Y | +0.7% | +158.8% | -158.2% | -13.0% |
| All | +0.7% | +154.7% | -154.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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