+11,665.0%
NVO vs EL
+1,648.4%
+10,016.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | -3.2% | +15.5% | -18.7% | -6.2% |
| 3M | +11.5% | +20.6% | -9.1% | +7.1% |
| 6M | +22.9% | +10.5% | +12.4% | +19.4% |
| YTD | -6.8% | -1.9% | -4.9% | -7.6% |
| 1Y | -12.6% | +16.1% | -28.7% | -16.6% |
| 3Y | -49.6% | -30.2% | -19.4% | -49.1% |
| 5Y | +0.6% | -67.4% | +68.0% | +16.0% |
| 10Y | +148.3% | +31.2% | +117.0% | +111.3% |
| All | +11,665.0% | +1,648.4% | +10,016.5% | +6,728.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling