-16.7%
NVO vs TAP
-17.5%
+0.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -7.6% | -3.9% | -3.7% | -7.5% |
| 30D | -6.0% | -5.3% | -0.7% | -6.0% |
| 3M | -0.8% | -3.8% | +3.0% | -1.0% |
| 6M | +16.5% | -11.4% | +27.8% | +14.5% |
| YTD | -11.1% | -13.7% | +2.6% | -13.6% |
| 1Y | -16.7% | -17.2% | +0.5% | -17.4% |
| All | -16.7% | -17.5% | +0.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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