+155.6%
NVO vs RF
+334.5%
-178.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.4% | -4.0% | -1.4% | -5.0% |
| 3M | +7.0% | +5.6% | +1.4% | +6.3% |
| 6M | +17.6% | +13.1% | +4.5% | +15.9% |
| YTD | -8.0% | +13.6% | -21.6% | -9.5% |
| 1Y | -13.8% | +16.0% | -29.8% | -15.5% |
| 3Y | -50.3% | +90.2% | -140.4% | -54.1% |
| 5Y | +0.7% | +87.0% | -86.3% | -7.9% |
| 10Y | +155.6% | +338.5% | -182.9% | +87.8% |
| All | +155.6% | +334.5% | -178.9% | +87.8% |
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