-52.9%
NVO vs TRI
-18.9%
-34.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | -7.6% | -7.9% | +0.3% | -5.4% |
| 30D | -6.0% | -4.5% | -1.5% | -5.0% |
| 3M | -0.8% | +22.1% | -22.9% | -8.5% |
| 6M | +16.5% | -2.8% | +19.2% | +15.8% |
| YTD | -11.1% | -23.4% | +12.3% | -1.2% |
| 1Y | -16.7% | -41.5% | +24.8% | +3.6% |
| 3Y | -52.9% | -19.2% | -33.7% | -52.2% |
| All | -52.9% | -18.9% | -34.0% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling