-14.5%
NVO vs Q
+79.8%
-94.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.4% |
| 7D | -7.6% | +4.9% | -12.5% | -8.1% |
| 30D | -6.0% | -11.0% | +5.0% | -4.7% |
| 3M | -0.8% | -15.2% | +14.4% | +0.2% |
| 6M | +16.5% | +8.8% | +7.6% | +7.8% |
| YTD | -11.1% | +55.1% | -66.2% | -27.5% |
| All | -14.5% | +79.8% | -94.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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