+2,608.8%
NVO vs EXPE
+776.5%
+1,832.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.9% | +4.8% | -1.9% |
| 7D | +0.1% | -9.8% | +9.8% | +1.6% |
| 30D | -3.2% | -11.5% | +8.3% | -1.6% |
| 3M | +11.5% | +21.7% | -10.2% | +7.9% |
| 6M | +22.9% | +10.4% | +12.5% | +20.3% |
| YTD | -6.8% | -2.5% | -4.3% | -7.2% |
| 1Y | -12.6% | +27.3% | -40.0% | -16.6% |
| 3Y | -49.6% | +153.5% | -203.1% | -57.2% |
| 5Y | +0.6% | +91.1% | -90.5% | -13.8% |
| 10Y | +148.3% | +153.1% | -4.8% | +91.0% |
| All | +2,608.8% | +776.5% | +1,832.3% | +1,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling