+3.7%
PEP vs NVO
-7.7%
+11.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.2% | +3.8% |
| 7D | +7.4% | +10.2% | -2.8% | +7.5% |
| 30D | +13.3% | +12.4% | +1.0% | +13.5% |
| 3M | +3.5% | -3.5% | +7.0% | +3.4% |
| 6M | -5.9% | -3.8% | -2.1% | -5.6% |
| YTD | +2.3% | -13.0% | +15.2% | -0.8% |
| 1Y | +3.7% | -8.2% | +11.9% | -0.2% |
| All | +3.7% | -7.7% | +11.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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