+62.8%
VZ vs NVO
+148.4%
-85.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -1.2% | -7.4% | +6.1% | -0.6% |
| 30D | +5.7% | -5.5% | +11.2% | +6.2% |
| 3M | +8.2% | +4.1% | +4.1% | +7.8% |
| 6M | +1.7% | +19.3% | -17.6% | +0.1% |
| YTD | +28.9% | -9.2% | +38.0% | +28.8% |
| 1Y | +22.7% | -15.0% | +37.8% | +23.2% |
| 3Y | +82.7% | -50.9% | +133.6% | +88.7% |
| 5Y | +26.4% | -0.9% | +27.3% | +14.4% |
| All | +62.8% | +148.4% | -85.6% | +21.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling