-22.3%
DRAM vs NVO
-10.4%
-11.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -1.8% |
| 7D | +7.9% | +3.3% | +4.6% | +9.4% |
| 30D | -15.4% | +9.2% | -24.6% | -10.7% |
| 3M | -25.5% | -9.8% | -15.8% | -29.6% |
| 6M | -22.3% | -10.4% | -11.8% | -25.4% |
| All | -22.3% | -10.4% | -11.8% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling