+3,600.9%
NVO vs UMC
+283.0%
+3,317.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -7.4% | +11.4% | -18.7% | -8.7% |
| 30D | -5.5% | +16.8% | -22.3% | -7.5% |
| 3M | +4.1% | +19.1% | -15.0% | +0.4% |
| 6M | +19.3% | +137.4% | -118.1% | +4.2% |
| YTD | -9.2% | +186.4% | -195.6% | -23.1% |
| 1Y | -15.0% | +229.1% | -244.1% | -29.5% |
| 3Y | -50.9% | +257.9% | -308.8% | -60.0% |
| 5Y | -0.9% | +137.5% | -138.4% | -16.4% |
| 10Y | +152.4% | +1,808.2% | -1,655.7% | +52.7% |
| All | +3,600.9% | +283.0% | +3,317.9% | +2,022.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling