-16.7%
NVO vs Z
-62.2%
+45.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.1% |
| 7D | -7.6% | -6.0% | -1.5% | -6.2% |
| 30D | -6.0% | -2.3% | -3.7% | -5.6% |
| 3M | -0.8% | -0.6% | -0.2% | -1.7% |
| 6M | +16.5% | -27.6% | +44.1% | +26.6% |
| YTD | -11.1% | -52.4% | +41.2% | +9.5% |
| 1Y | -16.7% | -63.6% | +46.9% | +4.4% |
| All | -16.7% | -62.2% | +45.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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