-52.9%
NVO vs TDY
+46.9%
-99.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.4% |
| 7D | -7.6% | -1.1% | -6.5% | -7.4% |
| 30D | -6.0% | -12.0% | +6.1% | -3.7% |
| 3M | -0.8% | -3.2% | +2.4% | -0.6% |
| 6M | +16.5% | -7.9% | +24.3% | +17.7% |
| YTD | -11.1% | +18.2% | -29.3% | -16.4% |
| 1Y | -16.7% | +6.7% | -23.4% | -19.5% |
| 3Y | -52.9% | +47.5% | -100.5% | -57.5% |
| All | -52.9% | +46.9% | -99.8% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling