+16,732.8%
NVO vs M
+436.6%
+16,296.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +3.3% | +7.0% | -3.7% | +2.6% |
| 30D | +9.2% | +8.9% | +0.3% | +8.3% |
| 3M | -9.8% | +4.5% | -14.3% | -10.2% |
| 6M | -10.4% | +36.2% | -46.6% | -13.3% |
| YTD | -14.1% | +15.1% | -29.2% | -15.6% |
| 1Y | -11.1% | +27.4% | -38.5% | -13.5% |
| 3Y | -54.9% | +160.1% | -215.1% | -59.7% |
| 5Y | -17.4% | -1.6% | -15.9% | -21.7% |
| 10Y | +214.4% | -7.7% | +222.1% | +179.1% |
| All | +16,732.8% | +436.6% | +16,296.2% | +10,869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling