+1,436.6%
NVO vs CAPR
-99.1%
+1,535.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | +6.0% | +139.2% | -133.2% | +5.2% |
| 3M | +7.9% | -66.4% | +74.2% | +8.2% |
| 6M | +27.1% | -63.1% | +90.2% | +27.3% |
| YTD | -3.8% | -67.4% | +63.6% | -3.6% |
| 1Y | -12.8% | +58.2% | -71.1% | -14.9% |
| 3Y | -46.3% | +42.2% | -88.5% | -48.0% |
| 5Y | +3.6% | +87.3% | -83.7% | -0.1% |
| 10Y | +157.0% | -75.3% | +232.3% | +145.0% |
| All | +1,436.6% | -99.1% | +1,535.7% | +1,299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling