-3.1%
NVO vs RGEN
-44.2%
+41.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -7.6% | -1.4% | -6.1% | -7.3% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -0.8% | +23.9% | -24.7% | -4.9% |
| 6M | +16.5% | +38.5% | -22.1% | +9.0% |
| YTD | -11.1% | +0.8% | -11.9% | -12.3% |
| 1Y | -16.7% | +38.2% | -54.9% | -21.9% |
| 3Y | -52.9% | +1.3% | -54.2% | -54.9% |
| All | -3.1% | -44.2% | +41.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling