-12.8%
NVO vs ITW
+5.8%
-18.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | +2.2% | -3.6% | +5.7% | +2.3% |
| 30D | +6.0% | -9.1% | +15.1% | +6.3% |
| 3M | +7.9% | +8.2% | -0.3% | +7.3% |
| 6M | +27.1% | -4.8% | +31.9% | +26.3% |
| YTD | -3.8% | +11.0% | -14.9% | -7.8% |
| 1Y | -12.8% | +4.2% | -17.1% | -15.3% |
| All | -12.8% | +5.8% | -18.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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