+5,479.1%
NVO vs UPS
+235.6%
+5,243.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -7.4% | -3.4% | -4.0% | -6.4% |
| 30D | -5.5% | -2.7% | -2.8% | -4.7% |
| 3M | +4.1% | -1.6% | +5.8% | +4.3% |
| 6M | +19.3% | +2.3% | +17.0% | +17.7% |
| YTD | -9.2% | +5.6% | -14.8% | -11.6% |
| 1Y | -15.0% | +27.1% | -42.1% | -21.8% |
| 3Y | -50.9% | -26.3% | -24.6% | -48.2% |
| 5Y | -0.9% | -34.5% | +33.6% | +6.4% |
| 10Y | +152.4% | +37.1% | +115.3% | +106.0% |
| All | +5,479.1% | +235.6% | +5,243.5% | +3,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling