-15.0%
NVO vs RF
+15.5%
-30.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.4% | -1.6% | -5.8% | -7.0% |
| 30D | -5.5% | -4.3% | -1.2% | -4.6% |
| 3M | +4.1% | +5.9% | -1.7% | +2.3% |
| 6M | +19.3% | +14.1% | +5.2% | +14.2% |
| YTD | -9.2% | +13.8% | -23.0% | -12.9% |
| 1Y | -15.0% | +15.2% | -30.3% | -16.7% |
| All | -15.0% | +15.5% | -30.5% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling