-3.1%
NVO vs EME
+575.5%
-578.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.5% | -2.8% |
| 7D | -7.6% | +3.5% | -11.1% | -8.1% |
| 30D | -6.0% | -6.3% | +0.4% | -5.1% |
| 3M | -0.8% | -3.8% | +3.0% | -0.8% |
| 6M | +16.5% | +8.5% | +7.9% | +13.3% |
| YTD | -11.1% | +27.8% | -38.9% | -16.2% |
| 1Y | -16.7% | +22.2% | -38.9% | -21.3% |
| 3Y | -52.9% | +253.5% | -306.4% | -64.9% |
| All | -3.1% | +575.5% | -578.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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