+3,382.3%
PFE vs NVO
+30,081.1%
-26,698.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -1.7% | +3.3% | -5.0% | -2.4% |
| 30D | +0.3% | +9.2% | -8.9% | -1.5% |
| 3M | +9.4% | -9.8% | +19.1% | +11.5% |
| 6M | +14.9% | -10.4% | +25.3% | +17.0% |
| YTD | +23.8% | -14.1% | +37.9% | +25.4% |
| 1Y | +19.5% | -11.1% | +30.6% | +19.9% |
| 3Y | +21.0% | -54.9% | +76.0% | +34.8% |
| 5Y | -23.9% | -17.4% | -6.4% | -27.5% |
| 10Y | +47.8% | +214.4% | -166.6% | +3.2% |
| All | +3,382.3% | +30,081.1% | -26,698.7% | +800.1% |
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