+45.9%
NVO vs GRAB
-74.3%
+120.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.2% |
| 7D | -7.6% | -10.8% | +3.2% | -6.7% |
| 30D | -6.0% | -15.5% | +9.5% | -4.7% |
| 3M | -0.8% | -9.0% | +8.2% | -0.1% |
| 6M | +16.5% | -21.6% | +38.1% | +18.6% |
| YTD | -11.1% | -38.9% | +27.8% | -7.7% |
| 1Y | -16.7% | -44.8% | +28.1% | -12.9% |
| 3Y | -52.9% | -18.4% | -34.5% | -52.5% |
| 5Y | -3.0% | -71.6% | +68.7% | -3.1% |
| All | +45.9% | -74.3% | +120.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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