+62.0%
VZ vs NVO
+151.5%
-89.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -1.0% | -4.7% | +3.8% | -0.6% |
| 30D | +5.8% | -5.4% | +11.2% | +6.2% |
| 3M | +10.5% | +7.0% | +3.5% | +9.8% |
| 6M | +1.8% | +17.6% | -15.8% | +0.3% |
| YTD | +28.3% | -8.0% | +36.3% | +28.1% |
| 1Y | +22.0% | -13.8% | +35.8% | +22.2% |
| 3Y | +81.8% | -50.3% | +132.1% | +87.7% |
| 5Y | +25.3% | +0.7% | +24.7% | +13.3% |
| All | +62.0% | +151.5% | -89.4% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling