+3,061.7%
SPY vs NVO
+16,375.3%
-13,313.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.4% | -4.7% | +4.4% | +0.6% |
| 30D | -1.4% | -5.4% | +4.1% | -0.3% |
| 3M | +3.7% | +7.0% | -3.3% | +1.8% |
| 6M | +13.0% | +17.6% | -4.6% | +8.5% |
| YTD | +12.4% | -8.0% | +20.4% | +12.3% |
| 1Y | +18.5% | -13.8% | +32.4% | +19.5% |
| 3Y | +77.6% | -50.3% | +127.9% | +94.0% |
| 5Y | +81.7% | +0.7% | +81.0% | +65.4% |
| 10Y | +319.7% | +155.6% | +164.0% | +204.3% |
| All | +3,061.7% | +16,375.3% | -13,313.6% | +1,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling