-12.7%
NVO vs NYT
+11.3%
-24.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.1% |
| 7D | +3.0% | -5.5% | +8.5% | +4.3% |
| 30D | +7.4% | +2.7% | +4.7% | +6.8% |
| 3M | -8.3% | +0.5% | -8.8% | -8.9% |
| 6M | -9.0% | -14.6% | +5.5% | -6.4% |
| YTD | -16.8% | -4.4% | -12.4% | -15.1% |
| 1Y | -12.7% | +15.2% | -27.9% | -7.8% |
| All | -12.7% | +11.3% | -24.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling