-13.8%
NVO vs PL
+99.3%
-113.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | -4.7% | -13.9% | +9.1% | -3.9% |
| 30D | -5.4% | -25.5% | +20.0% | -3.8% |
| 3M | +7.0% | -44.8% | +51.7% | +10.8% |
| 6M | +17.6% | -33.3% | +50.9% | +16.8% |
| YTD | -8.0% | -12.7% | +4.6% | -12.5% |
| 1Y | -13.8% | +90.9% | -104.7% | -24.6% |
| All | -13.8% | +99.3% | -113.1% | -24.6% |
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