-10.4%
NVO vs CAPR
-68.9%
+58.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +2.5% |
| 7D | +3.3% | +5.9% | -2.6% | +3.2% |
| 30D | +9.2% | +44.6% | -35.4% | +8.9% |
| 3M | -9.8% | +126.4% | -136.1% | -9.2% |
| 6M | -10.4% | -68.6% | +58.1% | -5.6% |
| All | -10.4% | -68.9% | +58.5% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling