-16.7%
NVO vs RGEN
+38.7%
-55.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -7.6% | -1.4% | -6.1% | -7.2% |
| 30D | -6.0% | -0.3% | -5.7% | -6.1% |
| 3M | -0.8% | +23.9% | -24.7% | -8.6% |
| 6M | +16.5% | +38.5% | -22.1% | +1.1% |
| YTD | -11.1% | +0.8% | -11.9% | -11.5% |
| 1Y | -16.7% | +38.2% | -54.9% | -28.9% |
| All | -16.7% | +38.7% | -55.4% | -28.9% |
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