+903.6%
NVO vs MSCI
+3,191.3%
-2,287.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +3.3% | +3.0% | +0.3% | +2.6% |
| 30D | +9.2% | +17.8% | -8.6% | +5.1% |
| 3M | -9.8% | +15.2% | -24.9% | -12.7% |
| 6M | -10.4% | +16.5% | -26.9% | -13.9% |
| YTD | -14.1% | +16.4% | -30.5% | -17.4% |
| 1Y | -11.1% | +16.8% | -27.9% | -14.6% |
| 3Y | -54.9% | +35.8% | -90.7% | -58.9% |
| 5Y | -17.4% | +7.0% | -24.4% | -22.1% |
| 10Y | +214.4% | +818.6% | -604.2% | +77.0% |
| All | +903.6% | +3,191.3% | -2,287.6% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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