-49.6%
NVO vs COMP
+221.9%
-271.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.9% |
| 7D | +0.1% | +4.1% | -4.0% | -0.2% |
| 30D | -3.2% | -14.5% | +11.3% | -2.2% |
| 3M | +11.5% | +41.8% | -30.3% | +8.6% |
| 6M | +22.9% | +23.6% | -0.7% | +20.1% |
| YTD | -6.8% | +1.7% | -8.5% | -7.8% |
| 1Y | -12.6% | +12.6% | -25.2% | -14.1% |
| 3Y | -49.6% | +221.9% | -271.4% | -47.5% |
| All | -49.6% | +221.9% | -271.4% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling