+48.5%
NVO vs COMP
-49.7%
+98.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -4.7% | +0.8% | -5.6% | -4.8% |
| 30D | -5.4% | -13.9% | +8.4% | -4.9% |
| 3M | +7.0% | +30.7% | -23.8% | +5.6% |
| 6M | +17.6% | +18.7% | -1.1% | +16.2% |
| YTD | -8.0% | +1.0% | -9.1% | -8.6% |
| 1Y | -13.8% | +15.1% | -28.9% | -14.8% |
| 3Y | -50.3% | +219.8% | -270.0% | -52.3% |
| 5Y | +0.7% | -28.7% | +29.3% | +3.6% |
| All | +48.5% | -49.7% | +98.2% | +53.0% |
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