-52.9%
NVO vs CARR
+1.4%
-54.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -2.5% |
| 7D | -7.6% | -3.8% | -3.8% | -6.7% |
| 30D | -6.0% | -8.9% | +2.9% | -3.9% |
| 3M | -0.8% | -17.3% | +16.5% | +3.4% |
| 6M | +16.5% | -1.4% | +17.9% | +13.6% |
| YTD | -11.1% | +10.0% | -21.1% | -17.0% |
| 1Y | -16.7% | -6.4% | -10.4% | -17.9% |
| 3Y | -52.9% | +1.5% | -54.5% | -52.8% |
| All | -52.9% | +1.4% | -54.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling