-3.1%
NVO vs EXC
+43.4%
-46.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -7.6% | -1.1% | -6.5% | -7.4% |
| 30D | -6.0% | -3.6% | -2.3% | -5.5% |
| 3M | -0.8% | -4.3% | +3.5% | -0.2% |
| 6M | +16.5% | -9.9% | +26.4% | +18.1% |
| YTD | -11.1% | +1.8% | -12.9% | -11.6% |
| 1Y | -16.7% | +2.9% | -19.6% | -17.4% |
| 3Y | -52.9% | +19.1% | -72.0% | -54.5% |
| All | -3.1% | +43.4% | -46.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling