-8.2%
NVO vs UMC
+112.5%
-120.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.0% | +4.9% |
| 7D | +10.2% | -14.7% | +24.8% | +9.9% |
| 30D | +12.4% | -32.9% | +45.2% | +12.0% |
| 3M | -3.5% | -22.2% | +18.6% | -3.8% |
| 6M | -3.8% | +25.9% | -29.7% | -8.0% |
| YTD | -13.0% | +107.9% | -120.9% | -16.4% |
| 1Y | -8.2% | +115.0% | -123.2% | -12.3% |
| All | -8.2% | +112.5% | -120.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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