+136.0%
NVO vs EXC
+158.0%
-22.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -7.6% | -1.1% | -6.5% | -7.3% |
| 30D | -6.0% | -3.6% | -2.3% | -5.2% |
| 3M | -0.8% | -4.3% | +3.5% | +0.1% |
| 6M | +16.5% | -9.9% | +26.4% | +19.0% |
| YTD | -11.1% | +1.8% | -12.9% | -11.8% |
| 1Y | -16.7% | +2.9% | -19.6% | -17.7% |
| 3Y | -52.9% | +19.1% | -72.0% | -55.5% |
| 5Y | -3.0% | +44.8% | -47.8% | -13.8% |
| All | +136.0% | +158.0% | -22.0% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling