-12.8%
NVO vs NRG
-18.6%
+5.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.6% |
| 7D | +2.2% | +7.1% | -4.9% | +1.4% |
| 30D | +6.0% | -1.4% | +7.4% | +6.0% |
| 3M | +7.9% | -10.5% | +18.3% | +8.8% |
| 6M | +27.1% | -26.7% | +53.8% | +31.3% |
| YTD | -3.8% | -24.5% | +20.7% | -1.5% |
| 1Y | -12.8% | -18.6% | +5.7% | -10.2% |
| All | -12.8% | -18.6% | +5.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling