-0.9%
NVO vs NDAQ
+48.4%
-49.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -7.4% | -6.8% | -0.6% | -4.7% |
| 30D | -5.5% | -3.2% | -2.3% | -4.3% |
| 3M | +4.1% | +6.5% | -2.4% | +1.2% |
| 6M | +19.3% | +5.7% | +13.6% | +16.2% |
| YTD | -9.2% | -4.6% | -4.6% | -7.6% |
| 1Y | -15.0% | -1.6% | -13.4% | -14.7% |
| 3Y | -50.9% | +86.4% | -137.3% | -61.3% |
| 5Y | -0.9% | +50.3% | -51.2% | -16.7% |
| All | -0.9% | +48.4% | -49.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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