+111.7%
NVO vs PR
+169.5%
-57.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +2.2% | +2.9% | -0.7% | +2.1% |
| 30D | +6.0% | +18.0% | -12.1% | +5.8% |
| 3M | +7.9% | +16.9% | -9.0% | +7.7% |
| 6M | +27.1% | +28.2% | -1.1% | +26.7% |
| YTD | -3.8% | +69.3% | -73.2% | -4.5% |
| 1Y | -12.8% | +69.5% | -82.4% | -13.4% |
| 3Y | -46.3% | +81.7% | -128.0% | -46.8% |
| 5Y | +3.6% | +422.2% | -418.7% | +2.4% |
| 10Y | +157.0% | +110.4% | +46.7% | +185.0% |
| All | +111.7% | +169.5% | -57.7% | +135.2% |
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