+106.5%
NVO vs REPL
-19.2%
+125.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.1% |
| 7D | -7.6% | -14.1% | +6.5% | -7.5% |
| 30D | -6.0% | -15.2% | +9.3% | -5.9% |
| 3M | -0.8% | +49.9% | -50.7% | -0.9% |
| 6M | +16.5% | +63.5% | -47.1% | +14.3% |
| YTD | -11.1% | +32.9% | -44.0% | -12.5% |
| 1Y | -16.7% | +115.0% | -131.7% | -19.4% |
| 3Y | -52.9% | -34.7% | -18.2% | -54.7% |
| 5Y | -3.0% | -59.7% | +56.7% | -6.0% |
| All | +106.5% | -19.2% | +125.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling