-12.8%
NVO vs S
+10.1%
-23.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +2.2% | -7.7% | +9.9% | +3.2% |
| 30D | +6.0% | -5.3% | +11.3% | +6.4% |
| 3M | +7.9% | +20.3% | -12.4% | +2.9% |
| 6M | +27.1% | +47.4% | -20.3% | +12.5% |
| YTD | -3.8% | +32.5% | -36.4% | -12.6% |
| 1Y | -12.8% | +9.5% | -22.4% | -18.8% |
| All | -12.8% | +10.1% | -23.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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