+136.0%
NVO vs EMR
+284.0%
-148.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.7% |
| 7D | -7.6% | -0.4% | -7.2% | -7.5% |
| 30D | -6.0% | -6.8% | +0.8% | -4.5% |
| 3M | -0.8% | +7.5% | -8.2% | -3.0% |
| 6M | +16.5% | +9.9% | +6.6% | +12.9% |
| YTD | -11.1% | +16.0% | -27.1% | -15.1% |
| 1Y | -16.7% | +12.4% | -29.2% | -19.9% |
| 3Y | -52.9% | +60.2% | -113.2% | -58.5% |
| 5Y | -3.0% | +67.9% | -70.8% | -16.4% |
| All | +136.0% | +284.0% | -148.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling