+25.4%
NVO vs S
-56.8%
+82.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +2.2% | -7.7% | +9.9% | +2.9% |
| 30D | +6.0% | -5.3% | +11.3% | +6.3% |
| 3M | +7.9% | +20.3% | -12.4% | +5.5% |
| 6M | +27.1% | +47.4% | -20.3% | +21.4% |
| YTD | -3.8% | +32.5% | -36.4% | -7.2% |
| 1Y | -12.8% | +9.5% | -22.4% | -14.7% |
| 3Y | -46.3% | +15.5% | -61.8% | -48.3% |
| 5Y | +3.6% | -71.2% | +74.8% | +5.8% |
| All | +25.4% | -56.8% | +82.2% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling