+51.5%
NVO vs EOSE
-60.6%
+112.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -7.6% | +1.8% | -9.4% | -7.7% |
| 30D | -6.0% | -6.8% | +0.9% | -5.9% |
| 3M | -0.8% | -36.3% | +35.5% | +0.4% |
| 6M | +16.5% | -38.8% | +55.2% | +17.3% |
| YTD | -11.1% | -65.5% | +54.4% | -9.0% |
| 1Y | -16.7% | -45.3% | +28.6% | -16.6% |
| 3Y | -52.9% | +44.2% | -97.1% | -55.6% |
| 5Y | -3.0% | -69.5% | +66.5% | -11.8% |
| All | +51.5% | -60.6% | +112.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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