-52.9%
NVO vs PSX
+133.1%
-186.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -7.6% | +1.7% | -9.3% | -7.8% |
| 30D | -6.0% | +15.6% | -21.6% | -7.6% |
| 3M | -0.8% | +46.5% | -47.2% | -5.4% |
| 6M | +16.5% | +55.0% | -38.6% | +9.7% |
| YTD | -11.1% | +105.3% | -116.4% | -20.3% |
| 1Y | -16.7% | +101.6% | -118.3% | -25.3% |
| 3Y | -52.9% | +134.1% | -187.1% | -60.7% |
| All | -52.9% | +133.1% | -186.0% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling