-52.9%
NVO vs IT
-49.4%
-3.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -3.2% |
| 7D | -7.6% | -3.7% | -3.9% | -6.9% |
| 30D | -6.0% | +0.1% | -6.0% | -6.2% |
| 3M | -0.8% | +20.7% | -21.5% | -6.0% |
| 6M | +16.5% | +12.0% | +4.5% | +11.4% |
| YTD | -11.1% | -28.8% | +17.7% | -5.6% |
| 1Y | -16.7% | -25.5% | +8.8% | -12.7% |
| 3Y | -52.9% | -48.8% | -4.2% | -42.4% |
| All | -52.9% | -49.4% | -3.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling