-54.9%
NVO vs LIN
+37.9%
-92.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +3.3% | +2.1% | +1.2% | +2.4% |
| 30D | +9.2% | +6.8% | +2.4% | +6.4% |
| 3M | -9.8% | +10.4% | -20.1% | -13.3% |
| 6M | -10.4% | +3.2% | -13.6% | -11.5% |
| YTD | -14.1% | +24.6% | -38.7% | -22.1% |
| 1Y | -11.1% | +24.4% | -35.5% | -19.4% |
| 3Y | -54.9% | +36.7% | -91.7% | -58.7% |
| All | -54.9% | +37.9% | -92.9% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling