+83.1%
SPY vs NVO
-4.3%
+87.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -0.8% | -7.6% | +6.8% | +0.3% |
| 30D | -1.1% | -6.0% | +4.9% | -0.3% |
| 3M | +3.9% | -0.8% | +4.6% | +3.6% |
| 6M | +13.6% | +16.5% | -2.9% | +10.6% |
| YTD | +12.7% | -11.1% | +23.8% | +13.0% |
| 1Y | +17.5% | -16.7% | +34.2% | +18.6% |
| 3Y | +76.9% | -52.9% | +129.8% | +88.5% |
| All | +83.1% | -4.3% | +87.4% | +56.3% |
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