+3,280.0%
PFE vs NVO
+33,684.3%
-30,404.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +1.8% | +2.2% | -0.4% | +1.3% |
| 30D | +10.2% | +6.0% | +4.2% | +8.9% |
| 3M | +12.7% | +7.9% | +4.8% | +10.6% |
| 6M | +10.5% | +27.1% | -16.5% | +4.7% |
| YTD | +20.2% | -3.8% | +24.0% | +19.1% |
| 1Y | +24.1% | -12.8% | +36.9% | +25.1% |
| 3Y | -3.6% | -46.3% | +42.7% | +3.4% |
| 5Y | -20.9% | +3.6% | -24.5% | -28.3% |
| 10Y | +35.8% | +157.0% | -121.2% | -1.1% |
| All | +3,280.0% | +33,684.3% | -30,404.3% | +754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling