-0.9%
NVO vs EMB
+6.1%
-6.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -7.4% | -1.1% | -6.3% | -6.7% |
| 30D | -5.5% | -1.1% | -4.4% | -4.8% |
| 3M | +4.1% | -0.8% | +4.9% | +4.6% |
| 6M | +19.3% | -0.1% | +19.4% | +19.5% |
| YTD | -9.2% | +0.4% | -9.6% | -9.3% |
| 1Y | -15.0% | +3.3% | -18.3% | -16.5% |
| 3Y | -50.9% | +29.0% | -79.9% | -57.2% |
| 5Y | -0.9% | +6.3% | -7.2% | +17.6% |
| All | -0.9% | +6.1% | -6.9% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling