+32,722.5%
NVO vs EMR
+4,021.7%
+28,700.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | -3.2% | -3.5% | +0.3% | -2.4% |
| 3M | +11.5% | +9.8% | +1.7% | +8.3% |
| 6M | +22.9% | +10.8% | +12.1% | +18.8% |
| YTD | -6.8% | +15.9% | -22.7% | -11.1% |
| 1Y | -12.6% | +16.4% | -29.1% | -16.8% |
| 3Y | -49.6% | +62.1% | -111.7% | -56.3% |
| 5Y | +0.6% | +62.9% | -62.3% | -13.9% |
| 10Y | +148.3% | +267.8% | -119.5% | +64.8% |
| All | +32,722.5% | +4,021.7% | +28,700.9% | +13,040.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling