+136.0%
NVO vs VRSK
+126.1%
+9.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -5.2% | -2.4% | -6.0% |
| 30D | -6.0% | -2.3% | -3.7% | -5.4% |
| 3M | -0.8% | -2.9% | +2.2% | -0.3% |
| 6M | +16.5% | -12.8% | +29.3% | +20.6% |
| YTD | -11.1% | -20.8% | +9.7% | -4.8% |
| 1Y | -16.7% | -33.2% | +16.5% | -6.0% |
| 3Y | -52.9% | -26.6% | -26.3% | -49.0% |
| 5Y | -3.0% | -11.3% | +8.4% | -2.8% |
| All | +136.0% | +126.1% | +9.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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