-21.2%
NVO vs PL
+20.8%
-42.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.5% |
| 7D | +0.8% | -6.8% | +7.6% | +1.1% |
| 30D | +5.4% | -29.3% | +34.7% | +7.2% |
| 3M | -11.2% | -44.8% | +33.6% | -8.5% |
| 6M | -10.8% | -68.4% | +57.6% | -5.8% |
| YTD | -16.8% | -36.4% | +19.5% | -16.6% |
| 1Y | -9.0% | +0.7% | -9.7% | -11.4% |
| 3Y | -56.5% | +455.3% | -511.8% | -63.1% |
| All | -21.2% | +20.8% | -42.0% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling