-16.7%
NVO vs PSX
+103.3%
-120.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -7.6% | +1.7% | -9.3% | -7.5% |
| 30D | -6.0% | +15.6% | -21.6% | -5.0% |
| 3M | -0.8% | +46.5% | -47.2% | +1.4% |
| 6M | +16.5% | +55.0% | -38.6% | +19.0% |
| YTD | -11.1% | +105.3% | -116.4% | -8.7% |
| 1Y | -16.7% | +101.6% | -118.3% | -13.2% |
| All | -16.7% | +103.3% | -120.0% | -13.2% |
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