+224.7%
NVO vs AR
-28.5%
+253.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | +0.9% | +6.4% | -5.5% | +0.7% |
| 30D | +6.8% | +3.1% | +3.7% | +6.7% |
| 3M | -11.3% | +3.3% | -14.5% | -11.4% |
| 6M | -12.4% | +6.6% | -19.0% | -12.7% |
| YTD | -16.1% | +12.3% | -28.5% | -16.6% |
| 1Y | -15.1% | +12.3% | -27.4% | -15.6% |
| 3Y | -56.2% | +50.4% | -106.6% | -57.0% |
| 5Y | -19.4% | +101.0% | -120.4% | -21.7% |
| 10Y | +207.0% | +57.5% | +149.5% | +192.3% |
| All | +224.7% | -28.5% | +253.2% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling