+148.3%
NVO vs LIN
+352.0%
-203.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | +0.1% | -3.5% | +3.5% | +1.4% |
| 30D | -3.2% | -4.1% | +0.9% | -1.7% |
| 3M | +11.5% | -6.4% | +17.9% | +14.4% |
| 6M | +22.9% | -2.4% | +25.3% | +23.9% |
| YTD | -6.8% | +10.9% | -17.7% | -10.7% |
| 1Y | -12.6% | 0.0% | -12.7% | -13.1% |
| 3Y | -49.6% | +25.8% | -75.4% | -54.1% |
| 5Y | +0.6% | +60.8% | -60.3% | -17.4% |
| 10Y | +148.3% | +358.4% | -210.1% | +46.3% |
| All | +148.3% | +352.0% | -203.7% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling