-0.9%
NVO vs M
+13.6%
-14.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.8% |
| 7D | -7.4% | -8.8% | +1.4% | -6.5% |
| 30D | -5.5% | -16.4% | +10.9% | -3.9% |
| 3M | +4.1% | -10.8% | +14.9% | +5.1% |
| 6M | +19.3% | +16.1% | +3.2% | +17.3% |
| YTD | -9.2% | -5.3% | -3.9% | -9.0% |
| 1Y | -15.0% | +24.9% | -39.9% | -16.9% |
| 3Y | -50.9% | +97.5% | -148.4% | -54.0% |
| 5Y | -0.9% | +20.4% | -21.2% | -1.8% |
| All | -0.9% | +13.6% | -14.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling