+88.0%
NVO vs PR
+149.9%
-61.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +2.7% |
| 7D | +2.3% | -12.4% | +14.7% | +2.4% |
| 30D | +7.1% | -6.6% | +13.6% | +7.1% |
| 3M | -11.3% | +7.5% | -18.8% | -11.4% |
| 6M | -9.0% | +10.8% | -19.8% | -9.2% |
| YTD | -14.6% | +57.0% | -71.6% | -15.1% |
| 1Y | -4.9% | +67.9% | -72.8% | -5.5% |
| 3Y | -54.9% | +87.6% | -142.5% | -55.3% |
| 5Y | -18.7% | +220.4% | -239.0% | -19.7% |
| 10Y | +202.5% | +64.8% | +137.6% | +232.1% |
| All | +88.0% | +149.9% | -61.9% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling