+8.9%
CAT vs NVO
-7.7%
+16.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.0% | -10.2% | -5.4% |
| 7D | -17.1% | +10.2% | -27.3% | -17.4% |
| 30D | -30.1% | +12.4% | -42.5% | -30.5% |
| 3M | -32.4% | -3.5% | -28.9% | -32.2% |
| 6M | -32.1% | -3.8% | -28.4% | -32.6% |
| YTD | +4.1% | -13.0% | +17.1% | +0.1% |
| 1Y | +8.9% | -8.2% | +17.1% | +3.3% |
| All | +8.9% | -7.7% | +16.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling