+155.5%
NVO vs JD
+46.5%
+109.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +3.3% | -4.1% | +7.4% | +3.8% |
| 30D | +9.2% | +4.6% | +4.6% | +8.6% |
| 3M | -9.8% | -4.7% | -5.0% | -9.3% |
| 6M | -10.4% | -17.4% | +6.9% | -8.7% |
| YTD | -14.1% | +0.7% | -14.8% | -14.4% |
| 1Y | -11.1% | -5.9% | -5.2% | -10.8% |
| 3Y | -54.9% | +18.9% | -73.8% | -56.9% |
| 5Y | -17.4% | -62.9% | +45.5% | -12.7% |
| 10Y | +214.4% | +32.5% | +181.9% | +168.5% |
| All | +155.5% | +46.5% | +109.1% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling