-8.2%
NVO vs TRI
-22.4%
+14.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.4% | +3.5% |
| 7D | +10.2% | +1.0% | +9.2% | +9.7% |
| 30D | +12.4% | +20.8% | -8.4% | +7.4% |
| 3M | -3.5% | +8.1% | -11.6% | -5.8% |
| 6M | -3.8% | +24.2% | -27.9% | -9.8% |
| YTD | -13.0% | -7.8% | -5.2% | +7.0% |
| 1Y | -8.2% | -16.7% | +8.4% | +23.0% |
| All | -8.2% | -22.4% | +14.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling