-8.2%
NVO vs PSX
+97.5%
-105.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +4.8% |
| 7D | +10.2% | -5.2% | +15.3% | +10.0% |
| 30D | +12.4% | -3.7% | +16.1% | +12.1% |
| 3M | -3.5% | +26.8% | -30.3% | -2.3% |
| 6M | -3.8% | +47.3% | -51.1% | -2.2% |
| YTD | -13.0% | +105.4% | -118.4% | -13.5% |
| 1Y | -8.2% | +96.9% | -105.1% | -6.4% |
| All | -8.2% | +97.5% | -105.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling