-3.1%
NVO vs LEN
-11.2%
+8.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | -7.6% | -4.8% | -2.8% | -6.7% |
| 30D | -6.0% | -6.6% | +0.6% | -4.8% |
| 3M | -0.8% | -15.7% | +14.9% | +2.2% |
| 6M | +16.5% | -16.6% | +33.1% | +19.9% |
| YTD | -11.1% | -21.3% | +10.2% | -8.3% |
| 1Y | -16.7% | -42.0% | +25.3% | -8.3% |
| 3Y | -52.9% | -27.9% | -25.0% | -52.0% |
| All | -3.1% | -11.2% | +8.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling