-0.9%
NVO vs TAP
-2.6%
+1.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.4% | -5.3% | -2.1% | -6.9% |
| 30D | -5.5% | -7.4% | +1.9% | -4.9% |
| 3M | +4.1% | -4.9% | +9.0% | +4.5% |
| 6M | +19.3% | -14.2% | +33.5% | +20.6% |
| YTD | -9.2% | -14.8% | +5.6% | -8.5% |
| 1Y | -15.0% | -18.1% | +3.1% | -14.1% |
| 3Y | -50.9% | -32.7% | -18.2% | -49.6% |
| 5Y | -0.9% | -0.5% | -0.4% | -2.9% |
| All | -0.9% | -2.6% | +1.7% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling