+32,286.5%
NVO vs VSH
+1,668.7%
+30,617.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -4.7% | +3.5% | -8.3% | -5.2% |
| 30D | -5.4% | -4.4% | -1.1% | -5.1% |
| 3M | +7.0% | -45.8% | +52.8% | +13.9% |
| 6M | +17.6% | +90.1% | -72.5% | +4.7% |
| YTD | -8.0% | +120.3% | -128.4% | -19.9% |
| 1Y | -13.8% | +112.2% | -126.1% | -24.8% |
| 3Y | -50.3% | +36.6% | -86.8% | -55.0% |
| 5Y | +0.7% | +67.0% | -66.4% | -12.3% |
| 10Y | +155.6% | +179.5% | -23.9% | +101.1% |
| All | +32,286.5% | +1,668.7% | +30,617.8% | +16,689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling