-51.3%
NVO vs TPR
+279.7%
-331.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.8% |
| 7D | -4.7% | -7.3% | +2.6% | -3.5% |
| 30D | -5.4% | -30.7% | +25.3% | +0.2% |
| 3M | +7.0% | -21.6% | +28.6% | +10.8% |
| 6M | +17.6% | -21.3% | +38.9% | +21.3% |
| YTD | -8.0% | -10.2% | +2.1% | -7.1% |
| 1Y | -13.8% | +9.5% | -23.3% | -15.8% |
| All | -51.3% | +279.7% | -331.0% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling