+16,316.0%
NVO vs LIN
+10,625.0%
+5,691.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +5.4% | +6.5% | -1.1% | +3.7% |
| 3M | -11.2% | +5.5% | -16.7% | -12.4% |
| 6M | -10.8% | +3.3% | -14.1% | -11.5% |
| YTD | -16.8% | +22.0% | -38.8% | -21.0% |
| 1Y | -9.0% | +25.7% | -34.7% | -14.2% |
| 3Y | -56.5% | +36.2% | -92.7% | -59.9% |
| 5Y | -20.3% | +66.1% | -86.4% | -30.4% |
| 10Y | +196.5% | +431.0% | -234.5% | +95.0% |
| All | +16,316.0% | +10,625.0% | +5,691.0% | +7,777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling