+136.0%
NVO vs ECL
+160.1%
-24.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | -7.6% | -1.1% | -6.5% | -7.3% |
| 30D | -6.0% | -0.8% | -5.2% | -5.8% |
| 3M | -0.8% | +5.0% | -5.8% | -2.3% |
| 6M | +16.5% | +0.2% | +16.2% | +16.1% |
| YTD | -11.1% | +5.8% | -16.9% | -13.0% |
| 1Y | -16.7% | +1.5% | -18.3% | -17.6% |
| 3Y | -52.9% | +55.0% | -107.9% | -58.6% |
| 5Y | -3.0% | +29.3% | -32.2% | -11.7% |
| All | +136.0% | +160.1% | -24.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling