-1.0%
NVO vs EMR
+62.5%
-63.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -7.4% | -1.2% | -6.1% | -7.0% |
| 30D | -5.5% | -9.4% | +3.9% | -2.9% |
| 3M | +4.1% | +8.6% | -4.5% | +0.8% |
| 6M | +19.3% | +6.7% | +12.6% | +15.5% |
| YTD | -9.2% | +13.1% | -22.2% | -13.8% |
| 1Y | -15.0% | +12.7% | -27.8% | -19.4% |
| 3Y | -50.9% | +58.1% | -108.9% | -58.1% |
| All | -1.0% | +62.5% | -63.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling