-21.4%
PFE vs NVO
-0.6%
-20.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -4.3% | -4.7% | +0.5% | -3.7% |
| 30D | +2.7% | -5.4% | +8.1% | +3.5% |
| 3M | +10.0% | +7.0% | +3.0% | +8.9% |
| 6M | +7.2% | +17.6% | -10.4% | +4.7% |
| YTD | +17.3% | -8.0% | +25.4% | +17.4% |
| 1Y | +20.3% | -13.8% | +34.1% | +21.2% |
| 3Y | -1.6% | -50.3% | +48.6% | +1.9% |
| 5Y | -21.4% | +0.7% | -22.0% | -29.6% |
| All | -21.4% | -0.6% | -20.8% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling