-16.7%
NVO vs EXC
+3.5%
-20.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -7.6% | -1.1% | -6.5% | -7.6% |
| 30D | -6.0% | -3.6% | -2.3% | -6.0% |
| 3M | -0.8% | -4.3% | +3.5% | -0.7% |
| 6M | +16.5% | -9.9% | +26.4% | +16.1% |
| YTD | -11.1% | +1.8% | -12.9% | -10.4% |
| 1Y | -16.7% | +2.9% | -19.6% | -11.7% |
| All | -16.7% | +3.5% | -20.2% | -11.7% |
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