+59.8%
ON vs NVO
-4.3%
+64.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +9.0% |
| 7D | +2.4% | -7.6% | +9.9% | +4.1% |
| 30D | -8.6% | -6.0% | -2.6% | -7.5% |
| 3M | -34.3% | -0.8% | -33.6% | -34.8% |
| 6M | +28.5% | +16.5% | +12.1% | +22.3% |
| YTD | +40.6% | -11.1% | +51.7% | +40.5% |
| 1Y | +55.3% | -16.7% | +72.0% | +57.6% |
| 3Y | -22.2% | -52.9% | +30.7% | -10.5% |
| All | +59.8% | -4.3% | +64.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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