+136.0%
NVO vs TPR
+327.7%
-191.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.4% |
| 7D | -7.6% | -3.0% | -4.6% | -7.3% |
| 30D | -6.0% | -22.6% | +16.7% | -3.7% |
| 3M | -0.8% | -18.2% | +17.4% | +1.1% |
| 6M | +16.5% | -18.0% | +34.4% | +18.4% |
| YTD | -11.1% | -6.4% | -4.7% | -10.9% |
| 1Y | -16.7% | +12.3% | -29.0% | -18.1% |
| 3Y | -52.9% | +298.7% | -351.6% | -59.0% |
| 5Y | -3.0% | +232.5% | -235.5% | -15.5% |
| All | +136.0% | +327.7% | -191.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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