+211.4%
NVO vs RF
+219.4%
-8.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +6.8% | +5.6% | +1.3% | +6.2% |
| 3M | -11.3% | -8.9% | -2.4% | -10.3% |
| 6M | -12.4% | +7.1% | -19.5% | -13.1% |
| YTD | -16.1% | +8.3% | -24.4% | -17.0% |
| 1Y | -15.1% | +16.8% | -31.9% | -16.7% |
| 3Y | -56.2% | +115.0% | -171.2% | -60.0% |
| 5Y | -19.4% | +46.4% | -65.8% | -24.2% |
| All | +211.4% | +219.4% | -8.1% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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