+16,440.6%
NVO vs SPY
+3,059.5%
+13,381.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -4.7% | -0.4% | -4.4% | -4.5% |
| 30D | -5.4% | -1.4% | -4.1% | -4.7% |
| 3M | +7.0% | +3.7% | +3.3% | +4.6% |
| 6M | +17.6% | +13.0% | +4.6% | +9.8% |
| YTD | -8.0% | +12.4% | -20.4% | -13.6% |
| 1Y | -13.8% | +18.5% | -32.4% | -21.2% |
| 3Y | -50.3% | +77.6% | -127.9% | -63.4% |
| 5Y | +0.7% | +81.7% | -81.0% | -27.4% |
| 10Y | +155.6% | +319.7% | -164.0% | +16.9% |
| All | +16,440.6% | +3,059.5% | +13,381.1% | +3,673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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