-0.9%
NVO vs ARWR
+26.4%
-27.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.4% | -4.3% | -3.1% | -6.9% |
| 30D | -5.5% | -7.3% | +1.8% | -4.8% |
| 3M | +4.1% | +17.0% | -12.9% | +2.0% |
| 6M | +19.3% | +39.8% | -20.5% | +14.4% |
| YTD | -9.2% | +24.7% | -33.8% | -12.0% |
| 1Y | -15.0% | +186.5% | -201.5% | -25.1% |
| 3Y | -50.9% | +176.8% | -227.7% | -58.9% |
| 5Y | -0.9% | +29.3% | -30.2% | -13.7% |
| All | -0.9% | +26.4% | -27.2% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling