+102.7%
NVO vs DOW
-15.9%
+118.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -4.7% | -6.0% | +1.3% | -3.9% |
| 30D | -5.4% | -2.7% | -2.7% | -5.2% |
| 3M | +7.0% | -10.5% | +17.4% | +8.3% |
| 6M | +17.6% | -12.4% | +30.0% | +18.6% |
| YTD | -8.0% | +30.0% | -38.1% | -13.5% |
| 1Y | -13.8% | +27.8% | -41.6% | -19.0% |
| 3Y | -50.3% | -34.9% | -15.3% | -49.1% |
| 5Y | +0.7% | -35.9% | +36.5% | +2.1% |
| All | +102.7% | -15.9% | +118.7% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling