+17,160.5%
NVO vs IT
+5,878.5%
+11,282.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.8% |
| 7D | -7.6% | -3.7% | -3.9% | -7.2% |
| 30D | -6.0% | +0.1% | -6.0% | -6.1% |
| 3M | -0.8% | +20.7% | -21.5% | -4.2% |
| 6M | +16.5% | +12.0% | +4.5% | +13.1% |
| YTD | -11.1% | -28.8% | +17.7% | -8.2% |
| 1Y | -16.7% | -25.5% | +8.8% | -14.6% |
| 3Y | -52.9% | -48.8% | -4.2% | -49.8% |
| 5Y | -3.0% | -42.7% | +39.8% | +1.3% |
| 10Y | +147.1% | +102.5% | +44.5% | +116.4% |
| All | +17,160.5% | +5,878.5% | +11,282.0% | +12,095.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling