-19.4%
NVO vs D
+12.4%
-31.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +0.9% | -3.1% | +3.9% | +1.3% |
| 30D | +6.8% | +8.4% | -1.6% | +5.7% |
| 3M | -11.3% | +0.2% | -11.5% | -11.3% |
| 6M | -12.4% | +9.5% | -21.9% | -13.4% |
| YTD | -16.1% | +18.8% | -34.9% | -17.8% |
| 1Y | -15.1% | +14.7% | -29.8% | -16.4% |
| 3Y | -56.2% | +72.9% | -129.1% | -58.7% |
| 5Y | -19.4% | +13.1% | -32.5% | -18.3% |
| All | -19.4% | +12.4% | -31.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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