+314.7%
SPY vs NVO
+143.1%
+171.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -0.8% | -7.6% | +6.8% | +0.7% |
| 30D | -1.1% | -6.0% | +4.9% | 0.0% |
| 3M | +3.9% | -0.8% | +4.6% | +3.5% |
| 6M | +13.6% | +16.5% | -2.9% | +9.5% |
| YTD | +12.7% | -11.1% | +23.8% | +13.2% |
| 1Y | +17.5% | -16.7% | +34.2% | +19.1% |
| 3Y | +76.9% | -52.9% | +129.8% | +94.5% |
| 5Y | +83.6% | -3.0% | +86.6% | +57.8% |
| All | +314.7% | +143.1% | +171.7% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling