-3.1%
NVO vs BEN
+36.0%
-39.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -3.1% | -4.5% | -7.0% |
| 30D | -6.0% | +0.2% | -6.1% | -6.0% |
| 3M | -0.8% | +6.8% | -7.6% | -2.3% |
| 6M | +16.5% | +38.1% | -21.6% | +8.7% |
| YTD | -11.1% | +44.3% | -55.5% | -17.5% |
| 1Y | -16.7% | +42.6% | -59.3% | -22.6% |
| 3Y | -52.9% | +52.3% | -105.2% | -57.6% |
| All | -3.1% | +36.0% | -39.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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