-16.7%
NVO vs JD
-15.9%
-0.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -7.6% | -4.2% | -3.3% | -6.4% |
| 30D | -6.0% | -14.4% | +8.4% | -1.8% |
| 3M | -0.8% | -3.6% | +2.8% | -0.3% |
| 6M | +16.5% | -0.3% | +16.8% | +14.7% |
| YTD | -11.1% | -2.4% | -8.8% | -11.3% |
| 1Y | -16.7% | -18.5% | +1.8% | -11.2% |
| All | -16.7% | -15.9% | -0.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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