+218.9%
NVO vs TPR
+364.3%
-145.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | +9.2% | +15.1% | -5.9% | +7.5% |
| 3M | -9.8% | +3.5% | -13.3% | -10.2% |
| 6M | -10.4% | +0.4% | -10.9% | -10.8% |
| YTD | -14.1% | +4.6% | -18.7% | -15.0% |
| 1Y | -11.1% | +33.1% | -44.2% | -14.1% |
| 3Y | -54.9% | +396.0% | -450.9% | -61.7% |
| 5Y | -17.4% | +230.3% | -247.7% | -28.4% |
| All | +218.9% | +364.3% | -145.4% | +166.4% |
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