-1.3%
NVO vs BROS
+38.3%
-39.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | -4.7% | -6.6% | +1.9% | -4.3% |
| 30D | -5.4% | -12.3% | +6.9% | -4.6% |
| 3M | +7.0% | -22.2% | +29.2% | +8.3% |
| 6M | +17.6% | -14.3% | +31.9% | +18.1% |
| YTD | -8.0% | -26.6% | +18.5% | -6.8% |
| 1Y | -13.8% | -31.5% | +17.7% | -12.5% |
| 3Y | -50.3% | +62.3% | -112.5% | -52.7% |
| All | -1.3% | +38.3% | -39.7% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling