+3,645.6%
NVO vs ITUB
+1,957.3%
+1,688.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.7% |
| 7D | -7.4% | +1.0% | -8.3% | -7.5% |
| 30D | -5.5% | +10.7% | -16.2% | -7.2% |
| 3M | +4.1% | +10.1% | -5.9% | +2.3% |
| 6M | +19.3% | -0.1% | +19.5% | +19.1% |
| YTD | -9.2% | +18.4% | -27.6% | -12.0% |
| 1Y | -15.0% | +31.3% | -46.3% | -19.2% |
| 3Y | -50.9% | +124.6% | -175.5% | -57.8% |
| 5Y | -0.9% | +192.0% | -192.8% | -20.6% |
| 10Y | +152.4% | +216.0% | -63.5% | +84.3% |
| All | +3,645.6% | +1,957.3% | +1,688.4% | +1,669.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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