-19.7%
NVO vs CAPR
+192.6%
-212.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.7% | -1.0% |
| 7D | +0.9% | +19.1% | -18.2% | +0.6% |
| 30D | +6.8% | +48.8% | -42.0% | +6.3% |
| 3M | -11.3% | +144.4% | -155.6% | -12.3% |
| 6M | -12.4% | -67.5% | +55.1% | -12.1% |
| YTD | -16.1% | -64.5% | +48.4% | -16.0% |
| 1Y | -15.1% | +74.4% | -89.5% | -18.6% |
| 3Y | -56.2% | +265.7% | -321.9% | -62.5% |
| All | -19.7% | +192.6% | -212.2% | -33.9% |
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