+226.3%
NVO vs BURL
+992.7%
-766.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | +6.8% | -4.3% | +11.1% | +7.3% |
| 3M | -11.3% | -28.8% | +17.5% | -8.3% |
| 6M | -12.4% | -12.8% | +0.4% | -11.5% |
| YTD | -16.1% | -12.8% | -3.3% | -15.3% |
| 1Y | -15.1% | -12.3% | -2.8% | -14.5% |
| 3Y | -56.2% | +92.7% | -148.9% | -59.4% |
| 5Y | -19.4% | -6.5% | -12.8% | -21.5% |
| 10Y | +207.0% | +245.7% | -38.7% | +154.4% |
| All | +226.3% | +992.7% | -766.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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