+218.9%
NVO vs RY
+351.1%
-132.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.3% | +0.6% | +2.7% | +3.1% |
| 30D | +9.2% | +5.0% | +4.2% | +7.3% |
| 3M | -9.8% | -5.3% | -4.4% | -8.0% |
| 6M | -10.4% | +13.8% | -24.3% | -14.6% |
| YTD | -14.1% | +21.0% | -35.0% | -19.9% |
| 1Y | -11.1% | +40.5% | -51.6% | -21.2% |
| 3Y | -54.9% | +159.7% | -214.6% | -67.2% |
| 5Y | -17.4% | +124.3% | -141.8% | -37.8% |
| All | +218.9% | +351.1% | -132.2% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling