-16.7%
NVO vs EMB
+3.1%
-19.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.0% |
| 7D | -7.6% | -1.2% | -6.4% | -5.9% |
| 30D | -6.0% | -1.3% | -4.7% | -4.1% |
| 3M | -0.8% | -1.8% | +1.0% | +1.9% |
| 6M | +16.5% | +0.2% | +16.3% | +16.4% |
| YTD | -11.1% | +0.4% | -11.5% | -11.2% |
| 1Y | -16.7% | +2.8% | -19.5% | -19.7% |
| All | -16.7% | +3.1% | -19.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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