+873.0%
NVO vs PM
+762.9%
+110.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | -3.2% | -2.6% | -0.7% | -2.5% |
| 3M | +11.5% | +5.8% | +5.7% | +9.2% |
| 6M | +22.9% | +10.6% | +12.3% | +18.1% |
| YTD | -6.8% | +17.2% | -24.0% | -12.5% |
| 1Y | -12.6% | +17.6% | -30.3% | -18.3% |
| 3Y | -49.6% | +124.3% | -173.8% | -63.4% |
| 5Y | +0.6% | +125.1% | -124.5% | -28.3% |
| 10Y | +148.3% | +198.6% | -50.3% | +49.6% |
| All | +873.0% | +762.9% | +110.1% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling