-63.1%
NVO vs VIK
+221.3%
-284.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -7.4% | -1.8% | -5.5% | -7.1% |
| 30D | -5.5% | -17.3% | +11.8% | -2.6% |
| 3M | +4.1% | -5.1% | +9.2% | +4.6% |
| 6M | +19.3% | +16.2% | +3.1% | +15.3% |
| YTD | -9.2% | +17.6% | -26.8% | -12.3% |
| 1Y | -15.0% | +33.5% | -48.5% | -19.3% |
| All | -63.1% | +221.3% | -284.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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