+233.3%
NVO vs ESI
+222.6%
+10.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -4.7% | +3.9% | -8.6% | -5.3% |
| 30D | -5.4% | -3.8% | -1.7% | -5.0% |
| 3M | +7.0% | -13.1% | +20.1% | +8.6% |
| 6M | +17.6% | +11.3% | +6.3% | +14.0% |
| YTD | -8.0% | +44.1% | -52.1% | -14.8% |
| 1Y | -13.8% | +40.3% | -54.2% | -19.9% |
| 3Y | -50.3% | +84.1% | -134.3% | -56.1% |
| 5Y | +0.7% | +75.8% | -75.2% | -11.5% |
| 10Y | +155.6% | +320.7% | -165.1% | +91.5% |
| All | +233.3% | +222.6% | +10.8% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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