-3.1%
NVO vs QSR
+40.5%
-43.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.3% |
| 7D | -7.6% | -4.0% | -3.6% | -6.4% |
| 30D | -6.0% | +2.8% | -8.7% | -6.7% |
| 3M | -0.8% | +5.1% | -5.9% | -2.3% |
| 6M | +16.5% | +8.8% | +7.7% | +13.1% |
| YTD | -11.1% | +14.8% | -26.0% | -15.4% |
| 1Y | -16.7% | +25.7% | -42.4% | -23.2% |
| 3Y | -52.9% | +27.5% | -80.4% | -57.8% |
| All | -3.1% | +40.5% | -43.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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