+136.0%
NVO vs M
-3.0%
+139.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.5% |
| 7D | -7.6% | -4.2% | -3.4% | -7.4% |
| 30D | -6.0% | -7.2% | +1.2% | -5.6% |
| 3M | -0.8% | -11.1% | +10.4% | -0.3% |
| 6M | +16.5% | +28.8% | -12.3% | +14.8% |
| YTD | -11.1% | +2.0% | -13.2% | -11.4% |
| 1Y | -16.7% | +31.3% | -48.0% | -17.9% |
| 3Y | -52.9% | +119.1% | -172.0% | -54.7% |
| 5Y | -3.0% | +29.7% | -32.6% | -5.8% |
| All | +136.0% | -3.0% | +139.0% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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