-3.1%
NVO vs NRG
+194.8%
-197.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.3% |
| 7D | -7.6% | -4.7% | -2.9% | -7.0% |
| 30D | -6.0% | -6.0% | 0.0% | -5.4% |
| 3M | -0.8% | -8.0% | +7.2% | -0.3% |
| 6M | +16.5% | -23.2% | +39.6% | +19.5% |
| YTD | -11.1% | -28.1% | +16.9% | -8.2% |
| 1Y | -16.7% | -27.3% | +10.5% | -14.3% |
| 3Y | -52.9% | +208.7% | -261.6% | -61.6% |
| All | -3.1% | +194.8% | -197.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling