+32,722.5%
NVO vs RGEN
+1,585.3%
+31,137.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -3.2% | +2.8% | -6.0% | -3.4% |
| 3M | +11.5% | +34.5% | -23.0% | +10.0% |
| 6M | +22.9% | +40.5% | -17.6% | +20.9% |
| YTD | -6.8% | +2.8% | -9.7% | -7.1% |
| 1Y | -12.6% | +39.6% | -52.3% | -14.0% |
| 3Y | -49.6% | +4.4% | -54.0% | -50.2% |
| 5Y | +0.6% | -42.8% | +43.3% | +0.7% |
| 10Y | +148.3% | +406.7% | -258.4% | +130.4% |
| All | +32,722.5% | +1,585.3% | +31,137.2% | +25,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling