+136.0%
NVO vs BRO
+294.2%
-158.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | -7.3% | -0.3% | -5.2% |
| 30D | -6.0% | -6.9% | +0.9% | -3.8% |
| 3M | -0.8% | +10.7% | -11.4% | -4.3% |
| 6M | +16.5% | -2.7% | +19.2% | +16.8% |
| YTD | -11.1% | -16.3% | +5.2% | -6.4% |
| 1Y | -16.7% | -29.1% | +12.4% | -7.3% |
| 3Y | -52.9% | -7.8% | -45.1% | -51.7% |
| 5Y | -3.0% | +18.7% | -21.7% | -9.8% |
| All | +136.0% | +294.2% | -158.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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