-3.1%
NVO vs PSX
+362.1%
-365.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -7.6% | +1.7% | -9.3% | -7.7% |
| 30D | -6.0% | +15.6% | -21.6% | -7.2% |
| 3M | -0.8% | +46.5% | -47.2% | -4.3% |
| 6M | +16.5% | +55.0% | -38.6% | +11.4% |
| YTD | -11.1% | +105.3% | -116.4% | -17.7% |
| 1Y | -16.7% | +101.6% | -118.3% | -22.8% |
| 3Y | -52.9% | +134.1% | -187.1% | -57.4% |
| All | -3.1% | +362.1% | -365.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling