+0.6%
NVO vs D
+8.5%
-8.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | -3.2% | -0.7% | -2.5% | -3.1% |
| 3M | +11.5% | +2.1% | +9.4% | +11.2% |
| 6M | +22.9% | +6.8% | +16.1% | +21.9% |
| YTD | -6.8% | +16.5% | -23.3% | -8.3% |
| 1Y | -12.6% | +19.2% | -31.8% | -14.3% |
| 3Y | -49.6% | +61.9% | -111.4% | -51.9% |
| 5Y | +0.6% | +6.5% | -6.0% | +2.6% |
| All | +0.6% | +8.5% | -8.0% | +2.6% |
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