-52.9%
NVO vs LEN
-27.3%
-25.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.5% |
| 7D | -7.6% | -4.8% | -2.8% | -6.9% |
| 30D | -6.0% | -6.6% | +0.6% | -5.0% |
| 3M | -0.8% | -15.7% | +14.9% | +1.6% |
| 6M | +16.5% | -16.6% | +33.1% | +19.1% |
| YTD | -11.1% | -21.3% | +10.2% | -9.2% |
| 1Y | -16.7% | -42.0% | +25.3% | -9.7% |
| 3Y | -52.9% | -27.9% | -25.0% | -52.5% |
| All | -52.9% | -27.3% | -25.6% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling