+16.5%
NVO vs EWZ
+2.6%
+13.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -7.6% | +0.9% | -8.4% | -7.9% |
| 30D | -6.0% | +12.8% | -18.8% | -9.8% |
| 3M | -0.8% | +10.8% | -11.5% | -4.8% |
| 6M | +16.5% | +2.5% | +13.9% | +14.3% |
| All | +16.5% | +2.6% | +13.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 6mo: compounded portfolio wealth divided by compounded EWZ 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…
6mo analysis · Full analysis span regression · 6 months rolling