-17.7%
NVO vs RACE
+64.4%
-82.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.0% |
| 7D | +3.3% | -1.2% | +4.5% | +3.6% |
| 30D | +9.2% | +6.1% | +3.1% | +7.6% |
| 3M | -9.8% | -0.3% | -9.5% | -9.8% |
| 6M | -10.4% | +23.4% | -33.9% | -15.7% |
| YTD | -14.1% | +12.5% | -26.6% | -17.5% |
| 1Y | -11.1% | -0.5% | -10.6% | -11.7% |
| 3Y | -54.9% | +23.6% | -78.6% | -58.6% |
| All | -17.7% | +64.4% | -82.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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