+0.4%
NVO vs U
-68.6%
+68.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.7% | +4.4% | -9.1% | -5.0% |
| 30D | -5.4% | -1.3% | -4.1% | -5.4% |
| 3M | +7.0% | +49.6% | -42.6% | +3.7% |
| 6M | +17.6% | +100.2% | -82.6% | +11.6% |
| YTD | -8.0% | -3.7% | -4.4% | -9.6% |
| 1Y | -13.8% | -6.5% | -7.3% | -15.5% |
| 3Y | -50.3% | +12.9% | -63.2% | -53.0% |
| All | +0.4% | -68.6% | +68.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 5y: compounded portfolio wealth divided by compounded U 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…
5y analysis · Full analysis span regression · 6 months rolling