-52.9%
NVO vs BROS
+59.1%
-112.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -7.6% | -5.8% | -1.8% | -7.2% |
| 30D | -6.0% | -14.0% | +8.0% | -4.9% |
| 3M | -0.8% | -32.5% | +31.7% | +1.8% |
| 6M | +16.5% | -14.9% | +31.4% | +16.7% |
| YTD | -11.1% | -28.3% | +17.2% | -10.0% |
| 1Y | -16.7% | -34.0% | +17.3% | -15.5% |
| 3Y | -52.9% | +63.0% | -115.9% | -53.7% |
| All | -52.9% | +59.1% | -112.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling