+132.0%
C vs NVO
-0.6%
+132.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +2.6% | -4.7% | +7.3% | +3.2% |
| 30D | +1.9% | -5.4% | +7.4% | +2.6% |
| 3M | +2.8% | +7.0% | -4.2% | +1.5% |
| 6M | +30.6% | +17.6% | +12.9% | +27.0% |
| YTD | +19.9% | -8.0% | +27.9% | +19.6% |
| 1Y | +44.6% | -13.8% | +58.4% | +45.0% |
| 3Y | +272.1% | -50.3% | +322.4% | +288.9% |
| 5Y | +132.0% | +0.7% | +131.3% | +103.5% |
| All | +132.0% | -0.6% | +132.6% | +103.5% |
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