-52.9%
NVO vs QS
-24.6%
-28.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.1% | -2.2% |
| 7D | -7.6% | -3.6% | -3.9% | -7.4% |
| 30D | -6.0% | -17.2% | +11.3% | -5.0% |
| 3M | -0.8% | -27.0% | +26.2% | +0.6% |
| 6M | +16.5% | -24.6% | +41.0% | +17.4% |
| YTD | -11.1% | -49.3% | +38.2% | -8.6% |
| 1Y | -16.7% | -40.3% | +23.6% | -15.3% |
| 3Y | -52.9% | -23.8% | -29.1% | -52.0% |
| All | -52.9% | -24.6% | -28.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling