+136.0%
NVO vs PM
+219.2%
-83.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -7.6% | +4.7% | -12.2% | -8.4% |
| 30D | -6.0% | +2.6% | -8.6% | -6.5% |
| 3M | -0.8% | +6.6% | -7.3% | -2.1% |
| 6M | +16.5% | +16.5% | 0.0% | +12.6% |
| YTD | -11.1% | +21.2% | -32.3% | -14.9% |
| 1Y | -16.7% | +17.9% | -34.6% | -20.0% |
| 3Y | -52.9% | +129.8% | -182.7% | -61.8% |
| 5Y | -3.0% | +133.0% | -136.0% | -22.4% |
| All | +136.0% | +219.2% | -83.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling