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  • VTI vs NVO✓SelectedUSD · NVOVTI vs NVO performance historyLatest closeAs of+0.82%09/11
Stock and ETF performance explorer

VTI vs NVO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+950.8%
NVO return
+3,232.4%
Excess return
-2,281.7%
Maximum drawdown
-55.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNVOExcessAlpha
1D+0.8%-2.1%+3.0%+1.3%
7D-0.9%-7.6%+6.7%+1.0%
30D-1.4%-6.0%+4.5%-0.1%
3M+3.6%-0.8%+4.4%+3.2%
6M+13.6%+16.5%-2.9%+8.5%
YTD+12.9%-11.1%+24.0%+13.6%
1Y+17.2%-16.7%+33.9%+19.2%
3Y+75.7%-52.9%+128.6%+97.1%
5Y+75.4%-3.0%+78.4%+56.3%
10Y+303.3%+147.1%+156.3%+169.0%
All+950.8%+3,232.4%-2,281.7%+246.1%

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 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