-3.1%
NVO vs VSH
+74.2%
-77.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.3% | -2.8% |
| 7D | -7.6% | +4.8% | -12.3% | -8.1% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -0.8% | -43.1% | +42.3% | +5.3% |
| 6M | +16.5% | +91.8% | -75.3% | -1.0% |
| YTD | -11.1% | +131.6% | -142.7% | -27.2% |
| 1Y | -16.7% | +118.1% | -134.8% | -31.2% |
| 3Y | -52.9% | +40.9% | -93.8% | -59.8% |
| All | -3.1% | +74.2% | -77.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling