+92.1%
CAT vs NVO
-14.8%
+106.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +0.6% | -7.4% | +8.0% | +1.4% |
| 30D | -4.5% | -5.5% | +1.0% | -4.1% |
| 3M | -5.8% | +4.1% | -9.9% | -7.5% |
| 6M | +12.7% | +19.3% | -6.6% | +7.5% |
| YTD | +41.4% | -9.2% | +50.6% | +36.5% |
| 1Y | +92.1% | -15.0% | +107.1% | +91.7% |
| All | +92.1% | -14.8% | +106.8% | +91.7% |
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