+94.7%
NVO vs CARR
+421.5%
-326.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -2.4% |
| 7D | -7.6% | -3.8% | -3.8% | -7.0% |
| 30D | -6.0% | -8.9% | +2.9% | -4.4% |
| 3M | -0.8% | -17.3% | +16.5% | +2.2% |
| 6M | +16.5% | -1.4% | +17.9% | +15.2% |
| YTD | -11.1% | +10.0% | -21.1% | -14.1% |
| 1Y | -16.7% | -6.4% | -10.4% | -17.0% |
| 3Y | -52.9% | +1.5% | -54.5% | -53.5% |
| 5Y | -3.0% | +9.3% | -12.3% | -7.4% |
| All | +94.7% | +421.5% | -326.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling