+38.7%
NVO vs COMP
-52.0%
+90.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.3% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +9.2% | +16.6% | -7.3% | +8.4% |
| 3M | -9.8% | -23.5% | +13.8% | -8.8% |
| 6M | -10.4% | +25.7% | -36.2% | -11.6% |
| YTD | -14.1% | -3.4% | -10.7% | -14.6% |
| 1Y | -11.1% | +7.6% | -18.7% | -11.9% |
| 3Y | -54.9% | +423.6% | -478.5% | -57.4% |
| 5Y | -17.4% | -10.6% | -6.9% | -16.1% |
| All | +38.7% | -52.0% | +90.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling