+43.2%
NVO vs EXE
+187.5%
-144.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.6% |
| 30D | -5.4% | -0.4% | -5.1% | -5.4% |
| 3M | +7.0% | +9.5% | -2.5% | +6.5% |
| 6M | +17.6% | -9.3% | +27.0% | +18.1% |
| YTD | -8.0% | -10.9% | +2.9% | -7.6% |
| 1Y | -13.8% | +4.3% | -18.1% | -14.0% |
| 3Y | -50.3% | +18.8% | -69.1% | -50.7% |
| 5Y | +0.7% | +101.4% | -100.8% | -2.8% |
| All | +43.2% | +187.5% | -144.4% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling