+2,995.3%
NVO vs BG
+1,169.9%
+1,825.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -7.6% | +3.1% | -10.7% | -8.0% |
| 30D | -6.0% | +10.2% | -16.2% | -7.4% |
| 3M | -0.8% | -1.7% | +0.9% | -0.9% |
| 6M | +16.5% | +1.0% | +15.5% | +15.6% |
| YTD | -11.1% | +39.9% | -51.0% | -16.2% |
| 1Y | -16.7% | +53.2% | -69.9% | -22.7% |
| 3Y | -52.9% | +16.3% | -69.2% | -54.9% |
| 5Y | -3.0% | +83.9% | -86.8% | -15.3% |
| 10Y | +147.1% | +165.1% | -18.1% | +93.4% |
| All | +2,995.3% | +1,169.9% | +1,825.5% | +2,234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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