+874.8%
NVO vs BTG
+373.5%
+501.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -7.6% | -3.8% | -3.8% | -7.4% |
| 30D | -6.0% | +3.6% | -9.6% | -6.2% |
| 3M | -0.8% | +32.0% | -32.8% | -2.7% |
| 6M | +16.5% | +3.4% | +13.1% | +15.7% |
| YTD | -11.1% | +20.8% | -31.9% | -12.9% |
| 1Y | -16.7% | +22.4% | -39.1% | -18.6% |
| 3Y | -52.9% | +91.7% | -144.6% | -55.6% |
| 5Y | -3.0% | +79.0% | -82.0% | -8.8% |
| 10Y | +147.1% | +152.6% | -5.5% | +121.8% |
| All | +874.8% | +373.5% | +501.3% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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