+210.3%
NVO vs EXPD
+337.7%
-127.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.3% |
| 7D | -2.6% | -1.6% | -1.0% | -2.2% |
| 30D | +6.5% | +0.6% | +5.9% | +6.3% |
| 3M | -11.8% | +9.8% | -21.6% | -13.7% |
| 6M | -10.3% | +25.8% | -36.1% | -15.2% |
| YTD | -15.2% | +31.3% | -46.5% | -21.1% |
| 1Y | -12.2% | +40.9% | -53.2% | -19.7% |
| 3Y | -55.7% | +74.7% | -130.4% | -62.0% |
| 5Y | -18.7% | +62.9% | -81.6% | -30.2% |
| 10Y | +210.3% | +334.3% | -124.0% | +125.1% |
| All | +210.3% | +337.7% | -127.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling