+93.2%
NVO vs P
+526.5%
-433.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.5% | +0.5% |
| 7D | -2.6% | -4.7% | +2.1% | -2.2% |
| 30D | +6.5% | -31.4% | +37.9% | +9.9% |
| 3M | -11.8% | -2.6% | -9.1% | -12.4% |
| 6M | -10.3% | +21.9% | -32.2% | -13.8% |
| YTD | -15.2% | +58.9% | -74.1% | -21.0% |
| 1Y | -12.2% | +21.7% | -34.0% | -16.6% |
| 3Y | -55.7% | +193.3% | -249.0% | -62.8% |
| 5Y | -18.7% | +275.1% | -293.9% | -34.7% |
| 10Y | +210.3% | +655.3% | -445.0% | +121.4% |
| All | +93.2% | +526.5% | -433.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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