+797.0%
NVO vs PM
+837.3%
-40.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +3.3% | +0.5% | +2.7% | +3.1% |
| 30D | +9.2% | -3.2% | +12.4% | +10.3% |
| 3M | -9.8% | +6.2% | -16.0% | -11.6% |
| 6M | -10.4% | +7.7% | -18.1% | -12.9% |
| YTD | -14.1% | +27.3% | -41.4% | -21.5% |
| 1Y | -11.1% | +32.8% | -43.9% | -19.9% |
| 3Y | -54.9% | +150.0% | -205.0% | -68.4% |
| 5Y | -17.4% | +164.2% | -181.7% | -44.4% |
| 10Y | +214.4% | +265.7% | -51.3% | +74.1% |
| All | +797.0% | +837.3% | -40.4% | +195.5% |
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