-16.7%
NVO vs CAPR
+37.0%
-53.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.1% |
| 7D | -7.6% | -11.0% | +3.4% | -7.5% |
| 30D | -6.0% | +99.8% | -105.7% | -6.2% |
| 3M | -0.8% | -66.6% | +65.8% | -0.6% |
| 6M | +16.5% | -75.1% | +91.5% | +16.7% |
| YTD | -11.1% | -71.0% | +59.9% | -11.0% |
| 1Y | -16.7% | +30.0% | -46.7% | -18.2% |
| All | -16.7% | +37.0% | -53.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling