-8.2%
NVO vs LIN
+27.8%
-36.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.9% |
| 7D | +10.2% | +3.3% | +6.9% | +8.8% |
| 30D | +12.4% | +8.8% | +3.6% | +8.8% |
| 3M | -3.5% | +8.6% | -12.2% | -6.5% |
| 6M | -3.8% | +7.0% | -10.8% | -5.1% |
| YTD | -13.0% | +24.3% | -37.2% | -22.6% |
| 1Y | -8.2% | +27.3% | -35.5% | -17.8% |
| All | -8.2% | +27.8% | -36.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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