-54.9%
NVO vs REPL
+97.7%
-152.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +3.3% | +1.2% | +2.0% | +3.3% |
| 30D | +9.2% | +92.2% | -83.0% | +10.5% |
| 3M | -9.8% | +44.1% | -53.9% | -9.1% |
| 6M | -10.4% | +313.0% | -323.5% | -7.0% |
| YTD | -14.1% | +125.2% | -139.3% | -11.0% |
| 1Y | -11.1% | +143.8% | -154.9% | -7.8% |
| 3Y | -54.9% | +104.2% | -159.1% | -52.1% |
| All | -54.9% | +97.7% | -152.7% | -52.1% |
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