+186.0%
NVO vs JD
+48.3%
+137.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | +2.2% | -1.7% | +3.8% | +2.4% |
| 30D | +6.0% | -13.2% | +19.1% | +7.6% |
| 3M | +7.9% | -3.2% | +11.1% | +8.1% |
| 6M | +27.1% | +15.2% | +11.9% | +24.7% |
| YTD | -3.8% | +2.0% | -5.8% | -4.3% |
| 1Y | -12.8% | -5.4% | -7.5% | -12.6% |
| 3Y | -46.3% | -9.1% | -37.2% | -47.0% |
| 5Y | +3.6% | -59.6% | +63.2% | +8.1% |
| 10Y | +157.0% | +26.2% | +130.8% | +120.9% |
| All | +186.0% | +48.3% | +137.7% | +155.4% |
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