-51.3%
NVO vs S
+13.6%
-64.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.6% |
| 30D | -5.4% | -12.6% | +7.1% | -4.0% |
| 3M | +7.0% | +27.6% | -20.6% | +2.2% |
| 6M | +17.6% | +35.5% | -17.9% | +10.5% |
| YTD | -8.0% | +29.6% | -37.6% | -13.1% |
| 1Y | -13.8% | +8.1% | -22.0% | -16.9% |
| All | -51.3% | +13.6% | -64.9% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling