+0.4%
NVO vs CAPR
+72.8%
-72.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.3% |
| 7D | -4.7% | -12.6% | +7.9% | -4.6% |
| 30D | -5.4% | +124.4% | -129.9% | -6.4% |
| 3M | +7.0% | -66.8% | +73.7% | +7.4% |
| 6M | +17.6% | -71.8% | +89.4% | +18.3% |
| YTD | -8.0% | -70.1% | +62.0% | -7.6% |
| 1Y | -13.8% | +33.3% | -47.2% | -17.0% |
| 3Y | -50.3% | +36.7% | -87.0% | -55.0% |
| All | +0.4% | +72.8% | -72.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling