+94.6%
NVO vs Z
+17.0%
+77.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -2.4% |
| 7D | +0.1% | -3.3% | +3.3% | +0.4% |
| 30D | -3.2% | -3.7% | +0.5% | -2.9% |
| 3M | +11.5% | -7.0% | +18.5% | +12.0% |
| 6M | +22.9% | -29.5% | +52.4% | +26.8% |
| YTD | -6.8% | -52.6% | +45.8% | -0.1% |
| 1Y | -12.6% | -64.0% | +51.4% | -4.1% |
| 3Y | -49.6% | -36.4% | -13.1% | -48.0% |
| 5Y | +0.6% | -65.8% | +66.3% | +5.9% |
| 10Y | +148.3% | -5.8% | +154.1% | +129.5% |
| All | +94.6% | +17.0% | +77.6% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling