+136.0%
NVO vs EL
+26.1%
+109.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -7.6% | -6.5% | -1.1% | -6.4% |
| 30D | -6.0% | +11.1% | -17.1% | -8.1% |
| 3M | -0.8% | +10.7% | -11.5% | -3.1% |
| 6M | +16.5% | +6.9% | +9.6% | +13.8% |
| YTD | -11.1% | -6.3% | -4.8% | -11.1% |
| 1Y | -16.7% | +13.5% | -30.2% | -20.0% |
| 3Y | -52.9% | -33.1% | -19.9% | -52.1% |
| 5Y | -3.0% | -68.8% | +65.8% | +15.4% |
| All | +136.0% | +26.1% | +109.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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