+218.9%
NVO vs RF
+223.4%
-4.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +3.3% | +1.9% | +1.3% | +3.0% |
| 30D | +9.2% | +7.3% | +1.9% | +8.3% |
| 3M | -9.8% | -7.9% | -1.8% | -8.9% |
| 6M | -10.4% | +10.5% | -21.0% | -11.5% |
| YTD | -14.1% | +9.6% | -23.7% | -15.1% |
| 1Y | -11.1% | +20.3% | -31.4% | -13.0% |
| 3Y | -54.9% | +119.5% | -174.5% | -58.9% |
| 5Y | -17.4% | +48.2% | -65.7% | -22.5% |
| All | +218.9% | +223.4% | -4.5% | +164.3% |
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