+0.4%
NVO vs REPL
-54.7%
+55.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.3% |
| 7D | -4.7% | -9.6% | +4.8% | -4.8% |
| 30D | -5.4% | +5.7% | -11.2% | -5.4% |
| 3M | +7.0% | +56.4% | -49.4% | +8.7% |
| 6M | +17.6% | +67.4% | -49.8% | +19.1% |
| YTD | -8.0% | +48.7% | -56.7% | -6.9% |
| 1Y | -13.8% | +148.3% | -162.1% | -12.6% |
| 3Y | -50.3% | -26.7% | -23.6% | -48.0% |
| All | +0.4% | -54.7% | +55.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling