-52.9%
NVO vs TECK
+65.8%
-118.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.3% |
| 7D | -7.6% | -3.8% | -3.7% | -7.1% |
| 30D | -6.0% | +0.7% | -6.7% | -6.1% |
| 3M | -0.8% | +4.6% | -5.4% | -1.8% |
| 6M | +16.5% | +25.1% | -8.7% | +11.1% |
| YTD | -11.1% | +39.2% | -50.3% | -17.6% |
| 1Y | -16.7% | +60.3% | -77.1% | -25.1% |
| 3Y | -52.9% | +62.9% | -115.8% | -58.6% |
| All | -52.9% | +65.8% | -118.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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