-8.2%
NVO vs RGEN
+19.5%
-27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +10.2% | -3.5% | +13.7% | +11.0% |
| 30D | +12.4% | -6.0% | +18.3% | +13.7% |
| 3M | -3.5% | +19.0% | -22.5% | -9.4% |
| 6M | -3.8% | +50.7% | -54.5% | -18.3% |
| YTD | -13.0% | +8.8% | -21.7% | -14.1% |
| 1Y | -8.2% | +21.3% | -29.5% | -14.3% |
| All | -8.2% | +19.5% | -27.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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