-3.1%
NVO vs EXE
+97.7%
-100.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -7.6% | -3.1% | -4.4% | -7.4% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -0.8% | +9.6% | -10.3% | -1.3% |
| 6M | +16.5% | -11.6% | +28.1% | +17.1% |
| YTD | -11.1% | -12.6% | +1.4% | -10.6% |
| 1Y | -16.7% | +1.2% | -17.9% | -16.8% |
| 3Y | -52.9% | +18.0% | -70.9% | -53.4% |
| All | -3.1% | +97.7% | -100.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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