-56.5%
NVO vs PR
+64.2%
-120.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.8% | -16.4% | +17.2% | +1.8% |
| 30D | +5.4% | -1.9% | +7.3% | +5.3% |
| 3M | -11.2% | +8.0% | -19.1% | -11.9% |
| 6M | -10.8% | +4.1% | -14.9% | -11.4% |
| YTD | -16.8% | +58.7% | -75.5% | -20.6% |
| 1Y | -9.0% | +75.8% | -84.8% | -14.0% |
| 3Y | -56.5% | +73.2% | -129.7% | -60.0% |
| All | -56.5% | +64.2% | -120.7% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling