-15.0%
NVO vs AR
+22.8%
-37.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -7.4% | -1.3% | -6.1% | -7.3% |
| 30D | -5.5% | +3.5% | -9.0% | -5.8% |
| 3M | +4.1% | +9.9% | -5.8% | +3.2% |
| 6M | +19.3% | +4.5% | +14.8% | +17.3% |
| YTD | -9.2% | +13.7% | -22.9% | -12.1% |
| 1Y | -15.0% | +19.2% | -34.3% | -18.4% |
| All | -15.0% | +22.8% | -37.8% | -18.4% |
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