-23.8%
PFE vs NVO
-17.6%
-6.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -1.7% | +3.3% | -5.0% | -2.2% |
| 30D | +0.3% | +9.2% | -8.9% | -0.9% |
| 3M | +9.4% | -9.8% | +19.1% | +10.8% |
| 6M | +14.9% | -10.4% | +25.3% | +16.3% |
| YTD | +23.8% | -14.1% | +37.9% | +24.9% |
| 1Y | +19.5% | -11.1% | +30.6% | +19.8% |
| 3Y | +21.0% | -54.9% | +76.0% | +27.4% |
| All | -23.8% | -17.6% | -6.1% | -29.4% |
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