+136.0%
NVO vs ARWR
+1,081.9%
-945.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -7.6% | -4.0% | -3.5% | -7.3% |
| 30D | -6.0% | -5.0% | -0.9% | -5.6% |
| 3M | -0.8% | +11.3% | -12.1% | -1.8% |
| 6M | +16.5% | +42.6% | -26.1% | +13.1% |
| YTD | -11.1% | +24.8% | -35.9% | -13.0% |
| 1Y | -16.7% | +178.8% | -195.5% | -23.1% |
| 3Y | -52.9% | +183.3% | -236.3% | -57.9% |
| 5Y | -3.0% | +29.5% | -32.4% | -11.3% |
| All | +136.0% | +1,081.9% | -945.9% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling