-51.3%
NVO vs REPL
-27.0%
-24.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.4% |
| 7D | -4.7% | -9.6% | +4.8% | -4.9% |
| 30D | -5.4% | +5.7% | -11.2% | -5.3% |
| 3M | +7.0% | +56.4% | -49.4% | +9.7% |
| 6M | +17.6% | +67.4% | -49.8% | +21.3% |
| YTD | -8.0% | +48.7% | -56.7% | -5.3% |
| 1Y | -13.8% | +148.3% | -162.1% | -9.9% |
| All | -51.3% | -27.0% | -24.3% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling