+136.0%
NVO vs NOC
+192.5%
-56.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | +0.8% | -8.3% | -7.7% |
| 30D | -6.0% | -9.7% | +3.7% | -4.3% |
| 3M | -0.8% | -5.6% | +4.9% | +0.1% |
| 6M | +16.5% | -28.6% | +45.0% | +23.4% |
| YTD | -11.1% | -7.9% | -3.2% | -10.5% |
| 1Y | -16.7% | -9.5% | -7.2% | -15.9% |
| 3Y | -52.9% | +28.4% | -81.3% | -56.1% |
| 5Y | -3.0% | +59.0% | -61.9% | -15.7% |
| All | +136.0% | +192.5% | -56.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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