+0.6%
NVO vs RF
+89.9%
-89.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | +0.1% | +2.7% | -2.6% | -0.3% |
| 30D | -3.2% | -3.4% | +0.1% | -2.8% |
| 3M | +11.5% | +6.4% | +5.1% | +10.5% |
| 6M | +22.9% | +13.4% | +9.5% | +20.6% |
| YTD | -6.8% | +14.2% | -21.1% | -8.7% |
| 1Y | -12.6% | +15.7% | -28.4% | -14.6% |
| 3Y | -49.6% | +91.3% | -140.9% | -53.9% |
| 5Y | +0.6% | +89.8% | -89.2% | -8.7% |
| All | +0.6% | +89.9% | -89.4% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling