-10.4%
NVO vs Q
+75.3%
-85.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -3.4% |
| 7D | +0.1% | +6.7% | -6.7% | -0.7% |
| 30D | -3.2% | -10.6% | +7.4% | -2.1% |
| 3M | +11.5% | -14.6% | +26.1% | +11.9% |
| 6M | +22.9% | +12.1% | +10.8% | +12.1% |
| YTD | -6.8% | +51.3% | -58.1% | -23.7% |
| All | -10.4% | +75.3% | -85.7% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling