+33,769.1%
NVO vs ECL
+13,009.7%
+20,759.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.2% | -2.6% | +4.8% | +2.9% |
| 30D | +6.0% | -2.2% | +8.2% | +6.6% |
| 3M | +7.9% | +10.1% | -2.2% | +5.1% |
| 6M | +27.1% | -5.7% | +32.8% | +28.7% |
| YTD | -3.8% | +7.0% | -10.8% | -5.9% |
| 1Y | -12.8% | +2.7% | -15.5% | -13.9% |
| 3Y | -46.3% | +57.7% | -104.0% | -52.5% |
| 5Y | +3.6% | +31.1% | -27.5% | -5.4% |
| 10Y | +157.0% | +150.9% | +6.2% | +93.9% |
| All | +33,769.1% | +13,009.7% | +20,759.5% | +14,144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling