+203.7%
NVO vs PR
+65.1%
+138.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | +1.3% | -9.5% | +10.8% | +1.4% |
| 30D | +5.3% | -5.7% | +11.0% | +5.4% |
| 3M | -13.6% | +3.0% | -16.6% | -13.7% |
| 6M | -10.5% | +11.8% | -22.3% | -10.7% |
| YTD | -16.0% | +58.5% | -74.5% | -16.6% |
| 1Y | -7.0% | +69.9% | -76.9% | -7.7% |
| 3Y | -56.1% | +84.9% | -141.0% | -56.6% |
| 5Y | -19.0% | +246.4% | -265.5% | -20.2% |
| 10Y | +203.7% | +70.3% | +133.4% | +227.3% |
| All | +203.7% | +65.1% | +138.6% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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