+15.9%
NVO vs S
-57.1%
+73.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -0.7% | -6.9% | -7.5% |
| 30D | -6.0% | -11.4% | +5.5% | -5.1% |
| 3M | -0.8% | +33.8% | -34.6% | -3.9% |
| 6M | +16.5% | +39.5% | -23.0% | +11.8% |
| YTD | -11.1% | +31.7% | -42.8% | -14.2% |
| 1Y | -16.7% | +7.0% | -23.7% | -18.3% |
| 3Y | -52.9% | +11.8% | -64.7% | -54.6% |
| 5Y | -3.0% | -69.0% | +66.1% | -0.6% |
| All | +15.9% | -57.1% | +73.0% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling