-7.0%
NVO vs PL
+7.9%
-14.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +1.3% | +5.6% | -4.4% | +0.9% |
| 30D | +5.3% | -16.9% | +22.3% | +6.1% |
| 3M | -13.6% | -38.2% | +24.6% | -11.9% |
| 6M | -10.5% | -63.4% | +52.9% | -6.1% |
| YTD | -16.0% | -27.6% | +11.6% | -18.3% |
| 1Y | -7.0% | +6.6% | -13.6% | -11.7% |
| All | -7.0% | +7.9% | -14.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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