+16.5%
NVO vs DGX
+18.5%
-2.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -7.6% | -0.9% | -6.7% | -7.4% |
| 30D | -6.0% | -1.2% | -4.8% | -5.7% |
| 3M | -0.8% | +15.8% | -16.5% | -2.9% |
| 6M | +16.5% | +18.2% | -1.7% | +13.0% |
| All | +16.5% | +18.5% | -2.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 6mo: compounded portfolio wealth divided by compounded DGX 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…
6mo analysis · Full analysis span regression · 6 months rolling