+8,182.5%
NVO vs DGX
+8,778.1%
-595.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -0.8% | +15.8% | -16.5% | -3.6% |
| 6M | +16.5% | +18.2% | -1.7% | +12.7% |
| YTD | -11.1% | +37.2% | -48.3% | -16.7% |
| 1Y | -16.7% | +30.4% | -47.1% | -21.3% |
| 3Y | -52.9% | +96.7% | -149.6% | -59.1% |
| 5Y | -3.0% | +67.2% | -70.1% | -13.6% |
| 10Y | +147.1% | +253.9% | -106.9% | +87.7% |
| All | +8,182.5% | +8,778.1% | -595.6% | +4,020.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling