+7,306.8%
NVO vs VTR
+1,502.8%
+5,804.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -7.4% | -1.8% | -5.6% | -7.1% |
| 30D | -5.5% | +4.0% | -9.5% | -6.0% |
| 3M | +4.1% | +7.8% | -3.7% | +3.0% |
| 6M | +19.3% | +6.4% | +13.0% | +18.3% |
| YTD | -9.2% | +18.3% | -27.5% | -11.3% |
| 1Y | -15.0% | +33.9% | -49.0% | -18.4% |
| 3Y | -50.9% | +134.3% | -185.2% | -56.3% |
| 5Y | -0.9% | +90.3% | -91.1% | -10.2% |
| 10Y | +152.4% | +100.1% | +52.3% | +115.3% |
| All | +7,306.8% | +1,502.8% | +5,804.1% | +4,663.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 all: compounded portfolio wealth divided by compounded VTR 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…
all analysis · Full analysis span regression · 6 months rolling