-0.9%
NVO vs AR
+141.3%
-142.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +4.1% | +9.9% | -5.8% | +3.3% |
| 6M | +19.3% | +4.5% | +14.8% | +18.6% |
| YTD | -9.2% | +13.7% | -22.9% | -10.4% |
| 1Y | -15.0% | +19.2% | -34.3% | -16.5% |
| 3Y | -50.9% | +46.2% | -97.0% | -52.8% |
| 5Y | -0.9% | +145.9% | -146.7% | -13.3% |
| All | -0.9% | +141.3% | -142.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling