-16.7%
NVO vs EIX
+6.9%
-23.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -7.6% | -1.4% | -6.2% | -7.5% |
| 30D | -6.0% | -19.3% | +13.3% | -4.2% |
| 3M | -0.8% | -21.7% | +20.9% | +2.8% |
| 6M | +16.5% | -19.8% | +36.3% | +20.2% |
| YTD | -11.1% | -3.0% | -8.1% | -11.3% |
| 1Y | -16.7% | +5.1% | -21.8% | -18.3% |
| All | -16.7% | +6.9% | -23.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling