+55.4%
NVO vs RPRX
+53.1%
+2.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | -7.4% | -8.0% | +0.7% | -5.7% |
| 30D | -5.5% | +2.1% | -7.6% | -5.9% |
| 3M | +4.1% | +8.2% | -4.1% | +2.5% |
| 6M | +19.3% | +28.9% | -9.5% | +13.5% |
| YTD | -9.2% | +54.1% | -63.3% | -16.8% |
| 1Y | -15.0% | +65.5% | -80.5% | -23.4% |
| 3Y | -50.9% | +117.3% | -168.2% | -58.0% |
| 5Y | -0.9% | +71.6% | -72.5% | -11.2% |
| All | +55.4% | +53.1% | +2.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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