-0.9%
NVO vs ED
+66.8%
-67.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -7.4% | -1.9% | -5.5% | -7.3% |
| 30D | -5.5% | +0.1% | -5.6% | -5.5% |
| 3M | +4.1% | 0.0% | +4.1% | +4.1% |
| 6M | +19.3% | -2.5% | +21.8% | +19.4% |
| YTD | -9.2% | +10.1% | -19.3% | -9.9% |
| 1Y | -15.0% | +13.6% | -28.6% | -15.9% |
| 3Y | -50.9% | +32.4% | -83.3% | -52.7% |
| 5Y | -0.9% | +69.9% | -70.7% | -6.8% |
| All | -0.9% | +66.8% | -67.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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