-8.2%
NVO vs AR
+14.7%
-22.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.3% | +11.2% | +5.0% |
| 7D | +10.2% | -11.1% | +21.3% | +10.4% |
| 30D | +12.4% | +7.9% | +4.5% | +11.6% |
| 3M | -3.5% | +4.9% | -8.4% | -4.0% |
| 6M | -3.8% | -5.3% | +1.5% | -3.7% |
| YTD | -13.0% | +8.6% | -21.6% | -15.4% |
| 1Y | -8.2% | +13.7% | -21.9% | -12.9% |
| All | -8.2% | +14.7% | -22.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling