-8.2%
NVO vs TE
-16.5%
+8.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +5.0% |
| 7D | +10.2% | +3.8% | +6.4% | +10.1% |
| 30D | +12.4% | -26.2% | +38.6% | +12.6% |
| 3M | -3.5% | -49.7% | +46.2% | -3.1% |
| 6M | -3.8% | -46.5% | +42.7% | -4.8% |
| YTD | -13.0% | -59.1% | +46.2% | -12.3% |
| 1Y | -8.2% | -25.8% | +17.6% | -8.0% |
| All | -8.2% | -16.5% | +8.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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