-16.7%
NVO vs BR
-31.7%
+15.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -3.0% | -4.6% | -7.2% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -0.8% | +17.3% | -18.1% | -2.8% |
| 6M | +16.5% | -6.7% | +23.2% | +17.7% |
| YTD | -11.1% | -23.4% | +12.3% | -3.6% |
| 1Y | -16.7% | -32.7% | +15.9% | -19.7% |
| All | -16.7% | -31.7% | +15.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling