-9.0%
NVO vs USB
+31.9%
-40.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.9% |
| 30D | +5.4% | +5.8% | -0.5% | +2.4% |
| 3M | -11.2% | -6.0% | -5.2% | -8.4% |
| 6M | -10.8% | +7.8% | -18.5% | -15.2% |
| YTD | -16.8% | +14.6% | -31.4% | -23.1% |
| 1Y | -9.0% | +31.8% | -40.8% | -22.5% |
| All | -9.0% | +31.9% | -40.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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