+55.3%
NVO vs COMP
-47.7%
+103.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -1.9% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | +6.0% | -13.3% | +19.3% | +6.6% |
| 3M | +7.9% | +41.1% | -33.2% | +6.2% |
| 6M | +27.1% | +17.2% | +9.9% | +25.6% |
| YTD | -3.8% | +5.2% | -9.0% | -4.6% |
| 1Y | -12.8% | +18.9% | -31.8% | -13.9% |
| 3Y | -46.3% | +215.9% | -262.2% | -48.6% |
| 5Y | +3.6% | -31.2% | +34.8% | +6.8% |
| All | +55.3% | -47.7% | +103.0% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling