+5,328.8%
NVO vs TDY
+7,056.0%
-1,727.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.3% |
| 7D | -7.6% | -1.1% | -6.5% | -7.4% |
| 30D | -6.0% | -12.0% | +6.1% | -4.1% |
| 3M | -0.8% | -3.2% | +2.4% | -0.5% |
| 6M | +16.5% | -7.9% | +24.3% | +17.6% |
| YTD | -11.1% | +18.2% | -29.3% | -13.9% |
| 1Y | -16.7% | +6.7% | -23.4% | -18.0% |
| 3Y | -52.9% | +47.5% | -100.5% | -56.1% |
| 5Y | -3.0% | +39.5% | -42.5% | -9.2% |
| 10Y | +147.1% | +477.2% | -330.1% | +85.6% |
| All | +5,328.8% | +7,056.0% | -1,727.2% | +3,219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling