+155.6%
NVO vs EXPD
+316.4%
-160.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -4.7% | +1.2% | -5.9% | -5.0% |
| 30D | -5.4% | +5.2% | -10.6% | -6.5% |
| 3M | +7.0% | +13.2% | -6.2% | +3.8% |
| 6M | +17.6% | +30.3% | -12.7% | +10.1% |
| YTD | -8.0% | +27.0% | -35.1% | -13.6% |
| 1Y | -13.8% | +57.3% | -71.1% | -23.3% |
| 3Y | -50.3% | +70.0% | -120.3% | -56.9% |
| 5Y | +0.7% | +61.6% | -61.0% | -13.2% |
| 10Y | +155.6% | +321.1% | -165.5% | +82.6% |
| All | +155.6% | +316.4% | -160.8% | +82.6% |
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