-3.1%
NVO vs DOW
-37.7%
+34.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.8% |
| 7D | -7.6% | -1.4% | -6.2% | -7.4% |
| 30D | -6.0% | -3.9% | -2.0% | -5.5% |
| 3M | -0.8% | -12.7% | +11.9% | +0.9% |
| 6M | +16.5% | -13.7% | +30.1% | +17.5% |
| YTD | -11.1% | +28.4% | -39.5% | -17.5% |
| 1Y | -16.7% | +21.8% | -38.5% | -22.2% |
| 3Y | -52.9% | -35.7% | -17.2% | -52.3% |
| All | -3.1% | -37.7% | +34.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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