+32.8%
PFE vs NVO
+143.1%
-110.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -2.6% | -7.6% | +5.0% | -1.1% |
| 30D | +5.4% | -6.0% | +11.3% | +6.6% |
| 3M | +7.8% | -0.8% | +8.5% | +7.7% |
| 6M | +5.0% | +16.5% | -11.4% | +1.5% |
| YTD | +17.1% | -11.1% | +28.2% | +17.9% |
| 1Y | +19.3% | -16.7% | +36.0% | +21.4% |
| 3Y | -0.9% | -52.9% | +52.0% | +8.1% |
| 5Y | -20.8% | -3.0% | -17.8% | -32.5% |
| All | +32.8% | +143.1% | -110.3% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling