+83.2%
NVO vs PR
+152.6%
-69.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.8% | -16.4% | +17.2% | +1.0% |
| 30D | +5.4% | -1.9% | +7.3% | +5.4% |
| 3M | -11.2% | +8.0% | -19.1% | -11.3% |
| 6M | -10.8% | +4.1% | -14.9% | -10.9% |
| YTD | -16.8% | +58.7% | -75.5% | -17.3% |
| 1Y | -9.0% | +75.8% | -84.8% | -9.7% |
| 3Y | -56.5% | +73.2% | -129.7% | -56.9% |
| 5Y | -20.3% | +230.1% | -250.4% | -21.3% |
| 10Y | +196.5% | +67.4% | +129.1% | +225.6% |
| All | +83.2% | +152.6% | -69.4% | +103.5% |
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