-8.2%
NVO vs EXC
+1.0%
-9.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.3% | +4.8% |
| 7D | +10.2% | +3.3% | +6.9% | +9.8% |
| 30D | +12.4% | +13.3% | -0.9% | +11.4% |
| 3M | -3.5% | +1.8% | -5.4% | -4.0% |
| 6M | -3.8% | +1.1% | -4.9% | -4.3% |
| YTD | -13.0% | +9.0% | -22.0% | -12.7% |
| 1Y | -8.2% | +3.4% | -11.6% | -7.0% |
| All | -8.2% | +1.0% | -9.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling