+5,365.9%
NVO vs EXEL
+263.2%
+5,102.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -7.4% | -2.9% | -4.5% | -7.1% |
| 30D | -5.5% | +11.9% | -17.4% | -6.3% |
| 3M | +4.1% | +9.2% | -5.1% | +3.3% |
| 6M | +19.3% | +39.1% | -19.8% | +16.0% |
| YTD | -9.2% | +31.0% | -40.2% | -11.4% |
| 1Y | -15.0% | +52.3% | -67.3% | -18.2% |
| 3Y | -50.9% | +159.7% | -210.6% | -54.8% |
| 5Y | -0.9% | +187.7% | -188.6% | -10.2% |
| 10Y | +152.4% | +379.4% | -226.9% | +112.8% |
| All | +5,365.9% | +263.2% | +5,102.7% | +3,798.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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