-14.9%
PEP vs NVO
-50.9%
+36.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.4% | -7.4% | +6.0% | -1.2% |
| 30D | -0.2% | -5.5% | +5.3% | -0.1% |
| 3M | -4.3% | +4.1% | -8.4% | -4.3% |
| 6M | -13.2% | +19.3% | -32.5% | -13.3% |
| YTD | -1.9% | -9.2% | +7.3% | -2.2% |
| 1Y | -0.3% | -15.0% | +14.7% | -0.6% |
| All | -14.9% | -50.9% | +36.0% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling