-8.2%
NVO vs LEN
-21.9%
+13.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.1% | +4.2% |
| 7D | +10.2% | +10.5% | -0.3% | +9.1% |
| 30D | +12.4% | +24.6% | -12.3% | +10.2% |
| 3M | -3.5% | +6.6% | -10.2% | -4.4% |
| 6M | -3.8% | +10.6% | -14.4% | -4.9% |
| YTD | -13.0% | -8.3% | -4.6% | -17.2% |
| 1Y | -8.2% | -22.5% | +14.3% | -8.7% |
| All | -8.2% | -21.9% | +13.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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