-8.2%
NVO vs UPS
+29.9%
-38.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.2% | +4.1% |
| 7D | +10.2% | +8.2% | +1.9% | +8.7% |
| 30D | +12.4% | +22.7% | -10.4% | +8.6% |
| 3M | -3.5% | +6.4% | -10.0% | -5.0% |
| 6M | -3.8% | +22.6% | -26.4% | -6.6% |
| YTD | -13.0% | +20.7% | -33.7% | -19.5% |
| 1Y | -8.2% | +30.6% | -38.9% | -19.2% |
| All | -8.2% | +29.9% | -38.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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