-51.9%
NVO vs EW
+17.2%
-69.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -7.4% | -3.4% | -4.0% | -6.8% |
| 30D | -5.5% | -7.4% | +1.8% | -4.3% |
| 3M | +4.1% | +0.9% | +3.2% | +3.9% |
| 6M | +19.3% | +1.2% | +18.2% | +18.9% |
| YTD | -9.2% | +1.8% | -11.0% | -9.7% |
| 1Y | -15.0% | +10.8% | -25.9% | -16.6% |
| All | -51.9% | +17.2% | -69.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling