-18.7%
NVO vs RY
+126.4%
-145.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | +6.5% | +6.3% | +0.2% | +3.9% |
| 3M | -11.8% | -2.6% | -9.2% | -10.9% |
| 6M | -10.3% | +13.9% | -24.2% | -15.2% |
| YTD | -15.2% | +21.7% | -36.9% | -21.9% |
| 1Y | -12.2% | +40.4% | -52.7% | -23.5% |
| 3Y | -55.7% | +161.3% | -217.0% | -67.9% |
| 5Y | -18.7% | +126.5% | -145.2% | -41.5% |
| All | -18.7% | +126.4% | -145.2% | -41.5% |
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