+0.7%
NVO vs RY
+139.4%
-138.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | -5.4% | -1.9% | -3.6% | -4.7% |
| 3M | +7.0% | +5.1% | +1.8% | +4.6% |
| 6M | +17.6% | +28.2% | -10.6% | +5.9% |
| YTD | -8.0% | +22.9% | -30.9% | -15.8% |
| 1Y | -13.8% | +45.5% | -59.3% | -26.0% |
| 3Y | -50.3% | +156.7% | -207.0% | -64.2% |
| 5Y | +0.7% | +137.7% | -137.1% | -28.4% |
| All | +0.7% | +139.4% | -138.7% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling