+2.0%
NVO vs PR
+429.8%
-427.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -3.2% | +17.4% | -20.6% | -4.3% |
| 3M | +11.5% | +21.8% | -10.3% | +9.8% |
| 6M | +22.9% | +27.6% | -4.7% | +20.3% |
| YTD | -6.8% | +71.4% | -78.2% | -10.9% |
| 1Y | -12.6% | +78.3% | -91.0% | -16.8% |
| 3Y | -49.6% | +85.5% | -135.1% | -52.7% |
| All | +2.0% | +429.8% | -427.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling