+116.3%
NVO vs EQH
+234.7%
-118.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -7.6% | +0.7% | -8.3% | -7.7% |
| 30D | -6.0% | +2.8% | -8.8% | -6.5% |
| 3M | -0.8% | +23.1% | -23.9% | -4.8% |
| 6M | +16.5% | +41.4% | -24.9% | +8.6% |
| YTD | -11.1% | +14.3% | -25.4% | -13.5% |
| 1Y | -16.7% | +1.6% | -18.3% | -17.6% |
| 3Y | -52.9% | +102.7% | -155.6% | -58.5% |
| 5Y | -3.0% | +104.5% | -107.5% | -15.7% |
| All | +116.3% | +234.7% | -118.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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