-12.7%
NVO vs TDY
+16.1%
-28.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.9% | -4.3% |
| 7D | +3.0% | -12.7% | +15.6% | +3.1% |
| 30D | +7.4% | -4.9% | +12.3% | +7.2% |
| 3M | -8.3% | -13.5% | +5.1% | -8.0% |
| 6M | -9.0% | -6.4% | -2.7% | -9.5% |
| YTD | -16.8% | +15.9% | -32.7% | -24.6% |
| 1Y | -12.7% | +15.4% | -28.1% | -20.5% |
| All | -12.7% | +16.1% | -28.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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