-16.7%
NVO vs EXPE
+30.8%
-47.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -2.4% |
| 7D | -7.6% | -5.8% | -1.8% | -6.4% |
| 30D | -6.0% | -13.6% | +7.6% | -3.1% |
| 3M | -0.8% | +25.2% | -26.0% | -6.7% |
| 6M | +16.5% | +22.3% | -5.9% | +9.3% |
| YTD | -11.1% | -0.3% | -10.8% | -13.3% |
| 1Y | -16.7% | +27.8% | -44.5% | -18.6% |
| All | -16.7% | +30.8% | -47.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling