+75.4%
SPY vs NVO
-50.9%
+126.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.0% | -7.4% | +5.4% | -1.2% |
| 30D | -1.7% | -5.5% | +3.9% | -1.1% |
| 3M | +4.7% | +4.1% | +0.6% | +3.9% |
| 6M | +12.5% | +19.3% | -6.8% | +9.7% |
| YTD | +11.7% | -9.2% | +20.9% | +11.6% |
| 1Y | +17.5% | -15.0% | +32.5% | +18.0% |
| All | +75.4% | -50.9% | +126.3% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling