+29,764.4%
NVO vs RF
+1,441.6%
+28,322.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.6% | -1.3% | -1.2% | -2.4% |
| 30D | +6.5% | +4.6% | +1.9% | +6.0% |
| 3M | -11.8% | -8.4% | -3.3% | -10.8% |
| 6M | -10.3% | +8.9% | -19.2% | -11.2% |
| YTD | -15.2% | +8.8% | -24.0% | -16.2% |
| 1Y | -12.2% | +18.9% | -31.1% | -14.1% |
| 3Y | -55.7% | +116.0% | -171.7% | -59.9% |
| 5Y | -18.7% | +46.0% | -64.8% | -24.0% |
| 10Y | +210.3% | +231.7% | -21.4% | +151.7% |
| All | +29,764.4% | +1,441.6% | +28,322.8% | +16,646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling