-3.1%
NVO vs OTIS
-17.8%
+14.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.6% |
| 7D | -7.6% | -3.0% | -4.6% | -6.8% |
| 30D | -6.0% | -6.0% | 0.0% | -4.4% |
| 3M | -0.8% | -0.9% | +0.1% | -0.7% |
| 6M | +16.5% | -17.3% | +33.8% | +22.3% |
| YTD | -11.1% | -19.6% | +8.4% | -6.1% |
| 1Y | -16.7% | -21.0% | +4.3% | -11.5% |
| 3Y | -52.9% | -12.1% | -40.8% | -52.4% |
| All | -3.1% | -17.8% | +14.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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