-52.9%
NVO vs CRS
+612.2%
-665.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -7.6% | -6.8% | -0.8% | -6.9% |
| 30D | -6.0% | -16.1% | +10.2% | -4.4% |
| 3M | -0.8% | -21.2% | +20.4% | +1.2% |
| 6M | +16.5% | +8.7% | +7.8% | +13.7% |
| YTD | -11.1% | +41.0% | -52.1% | -16.0% |
| 1Y | -16.7% | +82.7% | -99.4% | -24.3% |
| 3Y | -52.9% | +604.8% | -657.7% | -63.0% |
| All | -52.9% | +612.2% | -665.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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