-46.5%
NVO vs LIN
+27.3%
-73.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.5% |
| 7D | +2.2% | -2.1% | +4.3% | +3.1% |
| 30D | +6.0% | -2.4% | +8.4% | +7.0% |
| 3M | +7.9% | -5.6% | +13.5% | +10.6% |
| 6M | +27.1% | -3.4% | +30.5% | +28.9% |
| YTD | -3.8% | +13.1% | -16.9% | -9.1% |
| 1Y | -12.8% | +2.5% | -15.3% | -14.4% |
| All | -46.5% | +27.3% | -73.8% | -50.6% |
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