-18.7%
NVO vs EXPD
+62.8%
-81.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | -2.6% | -1.6% | -1.0% | -2.3% |
| 30D | +6.5% | +0.6% | +5.9% | +6.3% |
| 3M | -11.8% | +9.8% | -21.6% | -13.3% |
| 6M | -10.3% | +25.8% | -36.1% | -14.4% |
| YTD | -15.2% | +31.3% | -46.5% | -20.1% |
| 1Y | -12.2% | +40.9% | -53.2% | -18.5% |
| 3Y | -55.7% | +74.7% | -130.4% | -61.0% |
| 5Y | -18.7% | +62.9% | -81.6% | -19.9% |
| All | -18.7% | +62.8% | -81.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling