+95.8%
NVO vs P
+535.2%
-439.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.6% |
| 7D | +3.3% | +11.6% | -8.3% | +2.2% |
| 30D | +9.2% | -23.7% | +32.9% | +11.5% |
| 3M | -9.8% | -8.0% | -1.8% | -9.9% |
| 6M | -10.4% | +27.9% | -38.4% | -14.3% |
| YTD | -14.1% | +61.2% | -75.3% | -20.0% |
| 1Y | -11.1% | +28.6% | -39.7% | -15.9% |
| 3Y | -54.9% | +200.5% | -255.4% | -62.2% |
| 5Y | -17.4% | +282.9% | -300.4% | -33.8% |
| 10Y | +214.4% | +665.9% | -451.5% | +124.0% |
| All | +95.8% | +535.2% | -439.5% | +38.7% |
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