+17,255.4%
NVO vs ARWR
-97.0%
+17,352.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.2% | +1.7% | +0.5% | +2.2% |
| 30D | +6.0% | -0.7% | +6.6% | +6.0% |
| 3M | +7.9% | +14.9% | -7.0% | +7.8% |
| 6M | +27.1% | +32.6% | -5.5% | +26.9% |
| YTD | -3.8% | +30.0% | -33.9% | -4.0% |
| 1Y | -12.8% | +208.4% | -221.2% | -13.2% |
| 3Y | -46.3% | +208.8% | -255.1% | -46.6% |
| 5Y | +3.6% | +27.8% | -24.2% | +3.1% |
| 10Y | +157.0% | +1,107.6% | -950.5% | +154.0% |
| All | +17,255.4% | -97.0% | +17,352.5% | +15,606.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling