-0.9%
NVO vs BIL
+19.4%
-20.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.4% | +0.1% | -7.4% | -7.3% |
| 30D | -5.5% | +0.3% | -5.8% | -5.1% |
| 3M | +4.1% | +0.9% | +3.2% | +5.6% |
| 6M | +19.3% | +1.8% | +17.5% | +22.7% |
| YTD | -9.2% | +2.5% | -11.7% | -5.1% |
| 1Y | -15.0% | +3.7% | -18.7% | -7.2% |
| 3Y | -50.9% | +14.1% | -65.0% | -50.6% |
| 5Y | -0.9% | +19.4% | -20.3% | -36.4% |
| All | -0.9% | +19.4% | -20.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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